+18.0%
MLM vs HIG
+95.7%
-77.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.6% |
| 7D | -5.8% | -0.7% | -5.2% | -5.6% |
| 30D | +9.8% | +5.4% | +4.5% | +7.7% |
| 3M | -5.2% | -0.9% | -4.2% | -5.0% |
| 6M | -10.3% | +4.8% | -15.1% | -12.3% |
| YTD | -15.5% | +0.9% | -16.4% | -16.2% |
| 1Y | -15.0% | +6.5% | -21.5% | -17.8% |
| All | +18.0% | +95.7% | -77.7% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling