+97.4%
BN vs MLM
+20.9%
+76.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.2% | +2.1% | 0.0% |
| 7D | +5.7% | -1.2% | +6.9% | +6.6% |
| 30D | +12.0% | +7.9% | +4.0% | +7.1% |
| 3M | -6.1% | -4.5% | -1.6% | -3.6% |
| 6M | -8.6% | -12.6% | +4.1% | -1.7% |
| YTD | -8.5% | -14.9% | +6.3% | -1.1% |
| 1Y | -8.4% | -13.1% | +4.6% | -2.5% |
| All | +97.4% | +20.9% | +76.5% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling