-65.8%
BAX vs MLM
+41.9%
-107.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -1.1% | -2.9% | +1.8% | -0.2% |
| 30D | -5.5% | -6.8% | +1.4% | -3.2% |
| 3M | +33.5% | -11.2% | +44.8% | +38.5% |
| 6M | +35.9% | -21.8% | +57.7% | +46.6% |
| YTD | +35.4% | -17.0% | +52.3% | +42.8% |
| 1Y | +9.8% | -16.4% | +26.1% | +15.4% |
| 3Y | -32.7% | +14.5% | -47.2% | -36.1% |
| All | -65.8% | +41.9% | -107.7% | -70.0% |
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 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