+593.0%
BE vs MLM
+146.2%
+446.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.9% | -6.7% | -8.0% |
| 7D | -14.7% | -4.1% | -10.6% | -11.7% |
| 30D | -40.5% | +8.2% | -48.7% | -44.5% |
| 3M | -24.3% | -3.6% | -20.8% | -23.0% |
| 6M | -39.3% | -15.6% | -23.8% | -32.3% |
| YTD | +99.4% | -16.4% | +115.8% | +122.2% |
| 1Y | +26.6% | -14.3% | +40.9% | +38.9% |
| 3Y | +1,616.9% | +19.3% | +1,597.6% | +1,289.5% |
| 5Y | +441.4% | +29.6% | +411.8% | +309.6% |
| All | +593.0% | +146.2% | +446.7% | +259.5% |
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