+1,397.6%
BA vs MLM
+2,961.7%
-1,564.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +1.2% | -2.9% | +4.1% | +2.3% |
| 30D | -11.6% | -6.8% | -4.8% | -9.2% |
| 3M | -2.4% | -11.2% | +8.9% | +2.1% |
| 6M | -6.6% | -21.8% | +15.2% | +2.6% |
| YTD | -2.2% | -17.0% | +14.7% | +4.6% |
| 1Y | -8.0% | -16.4% | +8.3% | -2.1% |
| 3Y | -5.0% | +14.5% | -19.5% | -12.2% |
| 5Y | -2.7% | +41.7% | -44.5% | -17.9% |
| 10Y | +75.9% | +200.0% | -124.2% | +13.5% |
| All | +1,397.6% | +2,961.7% | -1,564.1% | +375.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling