-30.0%
BAX vs MLM
+15.1%
-45.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -1.1% | -2.9% | +1.8% | -0.1% |
| 30D | -5.5% | -6.8% | +1.4% | -3.0% |
| 3M | +33.5% | -11.2% | +44.8% | +38.8% |
| 6M | +35.9% | -21.8% | +57.7% | +47.2% |
| YTD | +35.4% | -17.0% | +52.3% | +43.0% |
| 1Y | +9.8% | -16.4% | +26.1% | +15.5% |
| All | -30.0% | +15.1% | -45.1% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling