+906.6%
BAC vs MLM
+3,210.3%
-2,303.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +2.7% |
| 7D | +1.5% | +9.1% | -7.6% | -3.1% |
| 30D | -4.4% | +14.6% | -19.0% | -11.1% |
| 3M | -17.5% | +0.3% | -17.8% | -18.0% |
| 6M | -0.1% | -7.5% | +7.4% | +2.6% |
| YTD | -4.6% | -10.2% | +5.6% | -1.1% |
| 1Y | -1.5% | -10.5% | +9.0% | +2.2% |
| 3Y | +95.2% | +27.8% | +67.4% | +64.7% |
| 5Y | +23.3% | +38.9% | -15.6% | -3.1% |
| 10Y | +290.0% | +211.4% | +78.6% | +86.4% |
| All | +906.6% | +3,210.3% | -2,303.7% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling