-1.5%
BAC vs MLM
-11.4%
+9.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.3% |
| 7D | +1.5% | +9.1% | -7.6% | -1.0% |
| 30D | -4.4% | +14.6% | -19.0% | -8.2% |
| 3M | -17.5% | +0.3% | -17.8% | -17.6% |
| 6M | -0.1% | -7.5% | +7.4% | +2.5% |
| YTD | -4.6% | -10.2% | +5.6% | -3.3% |
| 1Y | -1.5% | -10.5% | +9.0% | 0.0% |
| All | -1.5% | -11.4% | +9.9% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling