+153.5%
MLM vs HUBB
+413.4%
-259.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +0.9% |
| 7D | -3.8% | +1.8% | -5.7% | -5.0% |
| 30D | +11.0% | -6.9% | +17.9% | +15.0% |
| 3M | -3.1% | -13.8% | +10.8% | +4.9% |
| 6M | -9.8% | -9.8% | 0.0% | -5.9% |
| YTD | -14.4% | +0.3% | -14.7% | -17.2% |
| 1Y | -12.6% | -3.3% | -9.2% | -13.7% |
| 3Y | +19.7% | +61.0% | -41.3% | -19.4% |
| 5Y | +29.8% | +128.5% | -98.7% | -33.7% |
| 10Y | +153.5% | +398.9% | -245.4% | -30.3% |
| All | +153.5% | +413.4% | -259.9% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling