+1,122.0%
BAC vs MLM
+2,961.7%
-1,839.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.7% |
| 7D | +1.1% | -2.9% | +4.0% | +2.6% |
| 30D | -0.4% | -6.8% | +6.4% | +3.1% |
| 3M | +16.9% | -11.2% | +28.1% | +23.2% |
| 6M | +26.6% | -21.8% | +48.4% | +42.1% |
| YTD | +15.8% | -17.0% | +32.8% | +25.4% |
| 1Y | +27.2% | -16.4% | +43.5% | +36.8% |
| 3Y | +132.4% | +14.5% | +117.9% | +107.2% |
| 5Y | +72.6% | +41.7% | +30.8% | +34.0% |
| 10Y | +389.7% | +200.0% | +189.7% | +138.2% |
| All | +1,122.0% | +2,961.7% | -1,839.7% | +146.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling