+526.2%
BE vs MLM
+37.7%
+488.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.4% | -8.7% | -8.2% |
| 7D | -12.1% | +9.1% | -21.3% | -18.7% |
| 30D | -30.1% | +14.6% | -44.7% | -38.1% |
| 3M | -12.1% | +0.3% | -12.4% | -13.6% |
| 6M | -30.6% | -7.5% | -23.1% | -28.1% |
| YTD | +130.6% | -10.2% | +140.9% | +142.3% |
| 1Y | +55.3% | -10.5% | +65.8% | +64.1% |
| 3Y | +1,755.6% | +27.8% | +1,727.7% | +1,222.1% |
| All | +526.2% | +37.7% | +488.5% | +292.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling