+570.1%
BE vs MLM
+150.8%
+419.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -5.2% | -11.2% | -12.3% |
| 7D | -24.6% | -1.2% | -23.4% | -23.8% |
| 30D | -43.4% | +7.9% | -51.3% | -47.0% |
| 3M | -28.5% | -4.5% | -24.1% | -26.6% |
| 6M | -43.3% | -12.6% | -30.6% | -38.4% |
| YTD | +92.8% | -14.9% | +107.7% | +112.0% |
| 1Y | +18.5% | -13.1% | +31.5% | +28.6% |
| 3Y | +1,451.1% | +21.2% | +1,429.9% | +1,141.3% |
| 5Y | +423.5% | +32.0% | +391.5% | +290.7% |
| All | +570.1% | +150.8% | +419.3% | +243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling