+267.9%
BN vs MLM
+185.4%
+82.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.1% |
| 7D | +5.3% | -4.1% | +9.5% | +7.8% |
| 30D | +11.9% | +8.2% | +3.7% | +7.3% |
| 3M | -5.7% | -3.6% | -2.2% | -4.1% |
| 6M | -10.6% | -15.6% | +4.9% | -3.1% |
| YTD | -9.4% | -16.4% | +7.1% | -1.6% |
| 1Y | -8.8% | -14.3% | +5.6% | -2.3% |
| 3Y | +95.6% | +19.3% | +76.3% | +74.8% |
| 5Y | +30.2% | +29.6% | +0.6% | +10.3% |
| All | +267.9% | +185.4% | +82.5% | +115.7% |
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