+64.8%
BE vs MLM
-14.6%
+79.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.8% | +13.7% | +13.3% |
| 7D | +4.5% | -5.8% | +10.4% | +7.3% |
| 30D | -20.1% | +9.8% | -30.0% | -22.7% |
| 3M | -0.8% | -5.2% | +4.4% | +2.1% |
| 6M | -26.2% | -10.3% | -15.9% | -22.0% |
| YTD | +141.1% | -15.5% | +156.5% | +125.8% |
| 1Y | +64.8% | -15.0% | +79.9% | +54.7% |
| All | +64.8% | -14.6% | +79.4% | +54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling