+911.5%
BE vs MLM
+144.6%
+766.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.2% | +6.4% |
| 7D | +20.0% | -2.9% | +22.9% | +22.7% |
| 30D | +7.9% | -6.8% | +14.7% | +13.8% |
| 3M | -13.2% | -11.2% | -2.0% | -6.5% |
| 6M | +53.5% | -21.8% | +75.3% | +84.4% |
| YTD | +191.0% | -17.0% | +208.0% | +228.5% |
| 1Y | +360.5% | -16.4% | +376.9% | +419.8% |
| 3Y | +1,568.0% | +14.5% | +1,553.5% | +1,302.0% |
| 5Y | +1,055.2% | +41.7% | +1,013.4% | +719.0% |
| All | +911.5% | +144.6% | +766.9% | +431.5% |
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