+37.9%
BA vs MLM
+216.9%
-179.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.2% | +0.7% |
| 7D | +5.9% | +9.1% | -3.2% | +0.3% |
| 30D | -8.2% | +14.6% | -22.8% | -15.8% |
| 3M | -25.4% | +0.3% | -25.7% | -25.8% |
| 6M | -20.0% | -7.5% | -12.6% | -16.9% |
| YTD | -18.5% | -10.2% | -8.2% | -14.3% |
| 1Y | -10.6% | -10.5% | -0.1% | -6.1% |
| 3Y | -9.3% | +27.8% | -37.1% | -27.4% |
| 5Y | -16.9% | +38.9% | -55.8% | -39.0% |
| 10Y | +37.9% | +211.4% | -173.5% | -42.3% |
| All | +37.9% | +216.9% | -179.0% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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