+36.3%
BLK vs MLM
+41.9%
-5.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -1.0% |
| 7D | -3.6% | -2.9% | -0.7% | -2.1% |
| 30D | -1.0% | -6.8% | +5.8% | +2.7% |
| 3M | +10.4% | -11.2% | +21.6% | +16.7% |
| 6M | +8.2% | -21.8% | +30.0% | +22.7% |
| YTD | +6.0% | -17.0% | +23.0% | +15.4% |
| 1Y | +3.3% | -16.4% | +19.7% | +11.8% |
| 3Y | +70.3% | +14.5% | +55.8% | +48.5% |
| All | +36.3% | +41.9% | -5.6% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling