-16.4%
MLM vs HUBB
+8.5%
-24.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | -6.8% | -10.0% | +3.2% | -3.5% |
| 3M | -11.2% | -4.8% | -6.5% | -10.2% |
| 6M | -21.8% | -5.6% | -16.3% | -21.3% |
| YTD | -17.0% | +4.7% | -21.6% | -19.3% |
| 1Y | -16.4% | +6.7% | -23.0% | -19.1% |
| All | -16.4% | +8.5% | -24.8% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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