+30.3%
BIL vs MLM
+331.9%
-301.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | 0.0% |
| 7D | -0.3% | -1.2% | +1.0% | -0.3% |
| 30D | 0.0% | +7.9% | -8.0% | 0.0% |
| 3M | +0.3% | -4.5% | +4.8% | +0.3% |
| 6M | +1.2% | -12.6% | +13.8% | +1.2% |
| YTD | +2.4% | -14.9% | +17.3% | +2.4% |
| 1Y | +3.0% | -13.1% | +16.1% | +3.0% |
| 3Y | +13.1% | +21.2% | -8.1% | +13.2% |
| 5Y | +19.4% | +32.0% | -12.6% | +19.5% |
| 10Y | +25.2% | +195.3% | -170.2% | +25.5% |
| All | +30.3% | +331.9% | -301.6% | +31.0% |
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