+160.0%
MLM vs USHY
+47.7%
+112.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | +0.2% |
| 7D | -2.9% | +0.3% | -3.2% | -3.4% |
| 30D | +10.4% | -0.1% | +10.6% | +10.7% |
| 3M | -3.7% | -1.9% | -1.9% | -0.2% |
| 6M | -10.3% | -1.0% | -9.3% | -8.4% |
| YTD | -14.8% | +0.4% | -15.2% | -15.1% |
| 1Y | -13.9% | +1.4% | -15.3% | -15.7% |
| 3Y | +18.4% | +24.9% | -6.5% | -21.1% |
| 5Y | +31.8% | +19.3% | +12.5% | -1.8% |
| All | +160.0% | +47.7% | +112.3% | +37.0% |
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