+274.7%
BBY vs MLM
+138.2%
+136.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +1.0% |
| 7D | +4.5% | -0.9% | +5.3% | +4.9% |
| 30D | +16.8% | +9.0% | +7.8% | +12.4% |
| 3M | +23.2% | -5.6% | +28.8% | +26.4% |
| 6M | +91.9% | -10.7% | +102.6% | +100.7% |
| YTD | +61.6% | -17.2% | +78.8% | +73.8% |
| 1Y | +43.9% | -14.2% | +58.1% | +52.2% |
| 3Y | +88.6% | +15.6% | +73.0% | +71.4% |
| 5Y | -3.1% | +26.2% | -29.3% | -17.2% |
| All | +274.7% | +138.2% | +136.5% | +121.9% |
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