+18.0%
BAC vs MLM
+23.5%
-5.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | +0.1% |
| 7D | -1.2% | -4.1% | +2.9% | +0.6% |
| 30D | -7.7% | +8.2% | -15.8% | -10.8% |
| 3M | -21.2% | -3.6% | -17.6% | -20.2% |
| 6M | -6.8% | -15.6% | +8.7% | -0.7% |
| YTD | -8.7% | -16.4% | +7.7% | -2.8% |
| 1Y | -5.3% | -14.3% | +9.1% | -0.3% |
| 3Y | +87.4% | +19.3% | +68.1% | +64.8% |
| All | +18.0% | +23.5% | -5.5% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling