From a Norman French nickname for an unfortunate person, from Old French “malheur” (unhappy, unlucky, unfortunate). The first part of the name: From Old French “mal”, from Latin “mălus”, from from Proto-Indo-European “*mel-” (bad, wrong). The second part of the name: From Late Latin “augŭrĭum” chance; fortune. The Old French “malheur” in fact derives from latin “mălus augŭrĭum”.