+25.7%
MLM vs HUBB
+123.0%
-97.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.4% | -3.0% |
| 7D | -4.1% | +1.7% | -5.8% | -4.9% |
| 30D | +8.2% | -9.7% | +17.8% | +12.9% |
| 3M | -3.6% | -15.2% | +11.6% | +3.5% |
| 6M | -15.6% | -14.0% | -1.6% | -10.6% |
| YTD | -16.4% | -2.4% | -14.0% | -17.5% |
| 1Y | -14.3% | -5.8% | -8.5% | -14.2% |
| 3Y | +19.3% | +60.4% | -41.1% | -14.8% |
| All | +25.7% | +123.0% | -97.3% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling