-35.6%
BAX vs MLM
+149.0%
-184.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | +3.6% | -2.9% | +6.5% | +4.4% |
| 30D | +8.5% | +10.4% | -1.9% | +5.8% |
| 3M | -4.9% | -3.7% | -1.1% | -4.1% |
| 6M | +47.0% | -10.3% | +57.2% | +50.3% |
| YTD | +38.4% | -14.8% | +53.3% | +43.0% |
| 1Y | +49.1% | -13.9% | +63.0% | +53.7% |
| 3Y | -14.9% | +18.4% | -33.3% | -18.5% |
| 5Y | -63.1% | +31.8% | -94.9% | -66.0% |
| 10Y | -35.6% | +143.4% | -179.0% | -49.0% |
| All | -35.6% | +149.0% | -184.6% | -49.0% |
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