-17.9%
MLM vs USHY
+4.0%
-21.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.4% |
| 3M | -7.4% | +1.2% | -8.6% | -10.6% |
| 6M | -15.8% | +2.6% | -18.4% | -21.9% |
| YTD | -17.4% | +2.4% | -19.9% | -22.6% |
| 1Y | -17.9% | +4.2% | -22.1% | -25.3% |
| All | -17.9% | +4.0% | -21.9% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling