+701.6%
BE vs MLM
+164.5%
+537.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -38.0% |
| 3M | -12.1% | +0.3% | -12.4% | -13.7% |
| 6M | -30.6% | -7.5% | -23.1% | -28.5% |
| YTD | +130.6% | -10.2% | +140.9% | +141.6% |
| 1Y | +55.3% | -10.5% | +65.8% | +63.6% |
| 3Y | +1,755.6% | +27.8% | +1,727.7% | +1,315.0% |
| 5Y | +564.5% | +38.9% | +525.5% | +373.2% |
| All | +701.6% | +164.5% | +537.1% | +290.9% |
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