+145.5%
MLM vs HIG
+268.2%
-122.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.5% |
| 7D | -5.8% | -0.7% | -5.2% | -5.5% |
| 30D | +9.8% | +5.4% | +4.5% | +6.8% |
| 3M | -5.2% | -0.9% | -4.2% | -5.0% |
| 6M | -10.3% | +4.8% | -15.1% | -13.1% |
| YTD | -15.5% | +0.9% | -16.4% | -16.7% |
| 1Y | -15.0% | +6.5% | -21.5% | -18.8% |
| 3Y | +17.5% | +95.7% | -78.3% | -21.0% |
| 5Y | +30.5% | +107.1% | -76.5% | -15.7% |
| 10Y | +145.5% | +262.6% | -117.1% | +3.7% |
| All | +145.5% | +268.2% | -122.7% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling