-36.8%
BAX vs MLM
+185.4%
-222.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +1.0% |
| 7D | +12.1% | -4.1% | +16.2% | +13.3% |
| 30D | +7.6% | +8.2% | -0.6% | +5.5% |
| 3M | -4.5% | -3.6% | -0.9% | -3.8% |
| 6M | +52.0% | -15.6% | +67.6% | +57.5% |
| YTD | +35.1% | -16.4% | +51.6% | +40.1% |
| 1Y | +43.7% | -14.3% | +58.1% | +48.2% |
| 3Y | -20.9% | +19.3% | -40.3% | -24.2% |
| 5Y | -63.5% | +29.6% | -93.1% | -66.1% |
| All | -36.8% | +185.4% | -222.2% | -48.3% |
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 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