+396.6%
BAC vs MLM
+199.9%
+196.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | +1.1% | -2.9% | +4.0% | +2.5% |
| 30D | -0.4% | -6.8% | +6.4% | +3.0% |
| 3M | +16.9% | -11.2% | +28.1% | +23.0% |
| 6M | +26.6% | -21.8% | +48.4% | +41.6% |
| YTD | +15.8% | -17.0% | +32.8% | +25.0% |
| 1Y | +27.2% | -16.4% | +43.5% | +36.4% |
| 3Y | +132.4% | +14.5% | +117.9% | +107.0% |
| 5Y | +72.6% | +41.7% | +30.8% | +33.5% |
| All | +396.6% | +199.9% | +196.7% | +156.7% |
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