+143.4%
MLM vs HUBB
+389.2%
-245.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | 0.0% |
| 7D | -2.9% | -2.6% | -0.3% | -1.5% |
| 30D | +10.4% | -7.7% | +18.1% | +15.0% |
| 3M | -3.7% | -13.0% | +9.3% | +3.6% |
| 6M | -10.3% | -10.6% | +0.3% | -5.9% |
| YTD | -14.8% | -0.6% | -14.3% | -17.2% |
| 1Y | -13.9% | -4.1% | -9.7% | -14.6% |
| 3Y | +18.4% | +57.2% | -38.8% | -19.1% |
| 5Y | +31.8% | +127.2% | -95.3% | -32.4% |
| 10Y | +143.4% | +386.2% | -242.7% | -29.0% |
| All | +143.4% | +389.2% | -245.8% | -29.0% |
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