+85.4%
BE vs MLM
-16.0%
+101.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.7% |
| 7D | +10.8% | -0.9% | +11.7% | +11.3% |
| 30D | -19.8% | +9.0% | -28.8% | -21.7% |
| 3M | -18.7% | -5.6% | -13.2% | -16.3% |
| 6M | -33.7% | -10.7% | -23.1% | -30.5% |
| YTD | +121.0% | -17.2% | +138.1% | +112.8% |
| 1Y | +85.4% | -14.2% | +99.6% | +74.6% |
| All | +85.4% | -16.0% | +101.4% | +74.6% |
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 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