+152.0%
MLM vs USHY
+50.7%
+101.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.4% | 0.0% | +1.4% | +1.3% |
| 30D | -6.5% | 0.0% | -6.5% | -6.5% |
| 3M | -7.4% | +1.2% | -8.6% | -9.3% |
| 6M | -15.8% | +2.6% | -18.4% | -19.6% |
| YTD | -17.4% | +2.4% | -19.9% | -20.8% |
| 1Y | -17.9% | +4.2% | -22.1% | -23.8% |
| 3Y | +18.9% | +28.0% | -9.2% | -24.3% |
| 5Y | +43.4% | +21.8% | +21.7% | +2.7% |
| All | +152.0% | +50.7% | +101.3% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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