+26.5%
MLM vs HUBB
+126.3%
-99.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.9% | +1.8% | -2.6% | -1.7% |
| 30D | +9.0% | -7.7% | +16.7% | +12.6% |
| 3M | -5.6% | -13.6% | +8.0% | +0.5% |
| 6M | -10.7% | -9.1% | -1.6% | -7.8% |
| YTD | -17.2% | -0.7% | -16.4% | -18.9% |
| 1Y | -14.2% | +1.1% | -15.3% | -16.9% |
| 3Y | +15.6% | +56.2% | -40.6% | -15.9% |
| All | +26.5% | +126.3% | -99.8% | -30.4% |
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