+3,331.5%
MLM vs HIG
+1,002.1%
+2,329.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -6.8% | -3.2% | -3.6% | -6.1% |
| 3M | -11.2% | +9.1% | -20.4% | -13.3% |
| 6M | -21.8% | -1.8% | -20.1% | -21.7% |
| YTD | -17.0% | +1.8% | -18.7% | -17.6% |
| 1Y | -16.4% | +4.6% | -20.9% | -17.6% |
| 3Y | +14.5% | +101.6% | -87.2% | -4.7% |
| 5Y | +41.7% | +124.5% | -82.7% | +15.1% |
| 10Y | +200.0% | +317.8% | -117.8% | +107.7% |
| All | +3,331.5% | +1,002.1% | +2,329.4% | +1,279.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling