+237.8%
BBY vs MLM
+204.6%
+33.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +8.1% | +1.4% | +6.7% | +7.5% |
| 30D | +8.9% | -6.5% | +15.5% | +12.2% |
| 3M | +22.0% | -7.4% | +29.5% | +25.8% |
| 6M | +37.8% | -15.8% | +53.6% | +47.6% |
| YTD | +37.3% | -17.4% | +54.7% | +47.7% |
| 1Y | +21.6% | -17.9% | +39.4% | +30.9% |
| 3Y | +41.5% | +18.9% | +22.6% | +26.9% |
| 5Y | +1.2% | +43.4% | -42.2% | -17.9% |
| 10Y | +237.8% | +206.2% | +31.6% | +97.6% |
| All | +237.8% | +204.6% | +33.2% | +97.6% |
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