+668.0%
BE vs MLM
+144.1%
+523.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.3% |
| 7D | +10.8% | -0.9% | +11.7% | +11.8% |
| 30D | -19.8% | +9.0% | -28.8% | -25.4% |
| 3M | -18.7% | -5.6% | -13.2% | -15.5% |
| 6M | -33.7% | -10.7% | -23.1% | -29.5% |
| YTD | +121.0% | -17.2% | +138.1% | +148.5% |
| 1Y | +85.4% | -14.2% | +99.6% | +102.8% |
| 3Y | +1,709.5% | +15.6% | +1,693.9% | +1,408.1% |
| 5Y | +462.2% | +26.2% | +436.0% | +334.2% |
| All | +668.0% | +144.1% | +523.9% | +302.1% |
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