+19.3%
MLM vs HUBB
+58.1%
-38.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.4% | -2.8% |
| 7D | -4.1% | +1.7% | -5.8% | -4.8% |
| 30D | +8.2% | -9.7% | +17.8% | +12.1% |
| 3M | -3.6% | -15.2% | +11.6% | +2.3% |
| 6M | -15.6% | -14.0% | -1.6% | -11.3% |
| YTD | -16.4% | -2.4% | -14.0% | -17.3% |
| 1Y | -14.3% | -5.8% | -8.5% | -14.1% |
| 3Y | +19.3% | +60.4% | -41.1% | -10.0% |
| All | +19.3% | +58.1% | -38.8% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling