+26.5%
MLM vs HIG
+110.6%
-84.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -0.9% | +2.6% | -3.5% | -2.2% |
| 30D | +9.0% | +4.2% | +4.8% | +6.8% |
| 3M | -5.6% | +0.2% | -5.8% | -5.9% |
| 6M | -10.7% | +4.6% | -15.3% | -13.4% |
| YTD | -17.2% | +1.1% | -18.3% | -18.4% |
| 1Y | -14.2% | +4.7% | -18.9% | -17.2% |
| 3Y | +15.6% | +95.5% | -79.8% | -25.5% |
| All | +26.5% | +110.6% | -84.1% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling