+251.7%
BAC vs MLM
+167.5%
+84.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.0% |
| 7D | +2.0% | -3.8% | +5.8% | +4.0% |
| 30D | -6.9% | +11.0% | -17.9% | -11.9% |
| 3M | -19.6% | -3.1% | -16.5% | -18.6% |
| 6M | -0.5% | -9.8% | +9.3% | +3.5% |
| YTD | -6.6% | -14.4% | +7.7% | -0.9% |
| 1Y | -3.0% | -12.6% | +9.6% | +1.8% |
| 3Y | +97.3% | +19.7% | +77.6% | +71.8% |
| 5Y | +21.9% | +29.8% | -7.9% | -1.2% |
| 10Y | +251.7% | +153.5% | +98.1% | +84.7% |
| All | +251.7% | +167.5% | +84.2% | +84.7% |
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