+26.5%
MLM vs USHY
+19.5%
+7.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.5% |
| 7D | -0.9% | -0.4% | -0.5% | -0.1% |
| 30D | +9.0% | +0.6% | +8.4% | +7.9% |
| 3M | -5.6% | -2.0% | -3.6% | -2.0% |
| 6M | -10.7% | -0.5% | -10.1% | -9.6% |
| YTD | -17.2% | +0.6% | -17.8% | -17.6% |
| 1Y | -14.2% | +2.1% | -16.3% | -16.9% |
| 3Y | +15.6% | +25.3% | -9.7% | -19.7% |
| All | +26.5% | +19.5% | +7.0% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling