+263.2%
BAC vs MLM
+185.4%
+77.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | +0.2% |
| 7D | -1.2% | -4.1% | +2.9% | +0.9% |
| 30D | -7.7% | +8.2% | -15.8% | -11.4% |
| 3M | -21.2% | -3.6% | -17.6% | -20.0% |
| 6M | -6.8% | -15.6% | +8.7% | +0.2% |
| YTD | -8.7% | -16.4% | +7.7% | -1.9% |
| 1Y | -5.3% | -14.3% | +9.1% | +0.4% |
| 3Y | +87.4% | +19.3% | +68.1% | +63.4% |
| 5Y | +18.9% | +29.6% | -10.7% | -3.6% |
| All | +263.2% | +185.4% | +77.8% | +81.0% |
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 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