+18.0%
BLK vs MLM
-11.4%
+29.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.1% | +4.5% |
| 7D | +5.7% | +9.1% | -3.4% | +2.3% |
| 30D | +14.8% | +14.6% | +0.2% | +8.9% |
| 3M | +8.8% | +0.3% | +8.5% | +8.4% |
| 6M | +17.6% | -7.5% | +25.1% | +20.3% |
| YTD | +16.3% | -10.2% | +26.5% | +17.5% |
| 1Y | +18.0% | -10.5% | +28.5% | +19.3% |
| All | +18.0% | -11.4% | +29.4% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling