-13.4%
MLM vs HIG
+6.8%
-20.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.3% |
| 7D | -3.8% | -0.5% | -3.4% | -3.7% |
| 30D | +11.0% | +4.5% | +6.5% | +10.2% |
| 3M | -3.1% | -5.5% | +2.4% | -2.0% |
| 6M | -9.8% | +3.1% | -12.9% | -10.7% |
| YTD | -14.4% | -0.8% | -13.5% | -14.6% |
| All | -13.4% | +6.8% | -20.2% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling