+76.4%
BND vs MLM
+363.0%
-286.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -0.1% | -2.9% | +2.8% | -0.2% |
| 30D | -0.4% | -6.8% | +6.5% | -0.4% |
| 3M | -0.6% | -11.2% | +10.6% | -0.7% |
| 6M | -1.4% | -21.8% | +20.4% | -1.5% |
| YTD | -0.2% | -17.0% | +16.7% | -0.3% |
| 1Y | +1.3% | -16.4% | +17.6% | +1.2% |
| 3Y | +13.2% | +14.5% | -1.3% | +13.3% |
| 5Y | -1.6% | +41.7% | -43.3% | -1.2% |
| 10Y | +15.5% | +200.0% | -184.6% | +17.4% |
| All | +76.4% | +363.0% | -286.7% | +81.6% |
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 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