+1,076.1%
BE vs MLM
+41.9%
+1,034.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.2% | +6.4% |
| 7D | +20.0% | -2.9% | +22.9% | +22.8% |
| 30D | +7.9% | -6.8% | +14.7% | +14.0% |
| 3M | -13.2% | -11.2% | -2.0% | -6.2% |
| 6M | +53.5% | -21.8% | +75.3% | +86.7% |
| YTD | +191.0% | -17.0% | +208.0% | +229.4% |
| 1Y | +360.5% | -16.4% | +376.9% | +420.9% |
| 3Y | +1,568.0% | +14.5% | +1,553.5% | +1,225.5% |
| All | +1,076.1% | +41.9% | +1,034.2% | +664.6% |
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 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