-63.7%
BAX vs MLM
+30.6%
-94.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.2% | +2.0% | -1.4% |
| 7D | +9.1% | -1.2% | +10.4% | +9.6% |
| 30D | +5.3% | +7.9% | -2.6% | +2.3% |
| 3M | -6.1% | -4.5% | -1.7% | -4.8% |
| 6M | +53.3% | -12.6% | +65.9% | +59.5% |
| YTD | +34.4% | -14.9% | +49.3% | +40.6% |
| 1Y | +43.2% | -13.1% | +56.2% | +48.7% |
| 3Y | -20.1% | +21.2% | -41.4% | -26.1% |
| 5Y | -63.7% | +32.0% | -95.8% | -68.2% |
| All | -63.7% | +30.6% | -94.4% | -68.2% |
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