+290.2%
BN vs MLM
+138.2%
+152.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | -1.0% | -0.9% | -0.1% | -0.5% |
| 30D | +14.0% | +9.0% | +4.9% | +8.8% |
| 3M | -9.0% | -5.6% | -3.4% | -6.3% |
| 6M | -8.8% | -10.7% | +1.9% | -3.9% |
| YTD | -10.3% | -17.2% | +6.9% | -2.0% |
| 1Y | -5.8% | -14.2% | +8.4% | +0.9% |
| 3Y | +94.8% | +15.6% | +79.2% | +76.5% |
| 5Y | +31.5% | +26.2% | +5.2% | +12.4% |
| All | +290.2% | +138.2% | +152.0% | +123.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling