-63.9%
BAX vs MLM
+23.5%
-87.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +1.2% |
| 7D | +12.1% | -4.1% | +16.2% | +13.8% |
| 30D | +7.6% | +8.2% | -0.6% | +4.5% |
| 3M | -4.5% | -3.6% | -0.9% | -3.5% |
| 6M | +52.0% | -15.6% | +67.6% | +60.1% |
| YTD | +35.1% | -16.4% | +51.6% | +42.2% |
| 1Y | +43.7% | -14.3% | +58.1% | +50.0% |
| 3Y | -20.9% | +19.3% | -40.3% | -26.4% |
| All | -63.9% | +23.5% | -87.4% | -67.8% |
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