+302.3%
BN vs MLM
+140.5%
+161.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -2.4% | -5.8% | +3.4% | +0.8% |
| 30D | +13.5% | +9.8% | +3.7% | +7.9% |
| 3M | -5.9% | -5.2% | -0.8% | -3.3% |
| 6M | -8.9% | -10.3% | +1.4% | -4.3% |
| YTD | -7.9% | -15.5% | +7.6% | -0.5% |
| 1Y | -8.3% | -15.0% | +6.8% | -1.2% |
| 3Y | +100.8% | +17.5% | +83.3% | +80.3% |
| 5Y | +38.2% | +30.5% | +7.7% | +16.1% |
| 10Y | +302.3% | +145.5% | +156.8% | +128.0% |
| All | +302.3% | +140.5% | +161.8% | +128.0% |
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 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