-10.6%
BA vs MLM
+20.9%
-31.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.2% | +2.6% | -0.5% |
| 7D | -0.1% | -1.2% | +1.1% | +0.4% |
| 30D | -9.1% | +7.9% | -17.1% | -11.9% |
| 3M | -28.2% | -4.5% | -23.7% | -27.0% |
| 6M | -23.1% | -12.6% | -10.5% | -19.5% |
| YTD | -20.6% | -14.9% | -5.7% | -16.3% |
| 1Y | -12.7% | -13.1% | +0.4% | -8.8% |
| All | -10.6% | +20.9% | -31.5% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling