+20,110.7%
BN vs MLM
+3,039.4%
+17,071.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.2% | +2.1% | -1.2% |
| 7D | +5.7% | -1.2% | +6.9% | +6.3% |
| 30D | +12.0% | +7.9% | +4.0% | +8.9% |
| 3M | -6.1% | -4.5% | -1.6% | -4.5% |
| 6M | -8.6% | -12.6% | +4.1% | -4.4% |
| YTD | -8.5% | -14.9% | +6.3% | -3.6% |
| 1Y | -8.4% | -13.1% | +4.6% | -4.2% |
| 3Y | +92.3% | +21.2% | +71.0% | +78.2% |
| 5Y | +31.3% | +32.0% | -0.7% | +18.1% |
| 10Y | +280.5% | +195.3% | +85.2% | +150.9% |
| All | +20,110.7% | +3,039.4% | +17,071.3% | +8,071.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling