+265.7%
BAC vs MLM
+190.7%
+75.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.2% | +1.5% | -1.0% |
| 7D | -2.7% | -1.2% | -1.5% | -2.1% |
| 30D | -8.0% | +7.9% | -15.9% | -11.6% |
| 3M | -20.9% | -4.5% | -16.5% | -19.4% |
| 6M | -5.4% | -12.6% | +7.3% | 0.0% |
| YTD | -8.1% | -14.9% | +6.8% | -2.2% |
| 1Y | -3.1% | -13.1% | +10.0% | +2.0% |
| 3Y | +88.1% | +21.2% | +66.9% | +62.7% |
| 5Y | +19.7% | +32.0% | -12.3% | -3.8% |
| All | +265.7% | +190.7% | +75.0% | +80.6% |
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