+145.5%
MLM vs BAH
+211.3%
-65.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -5.8% | -1.6% | -4.2% | -5.5% |
| 30D | +9.8% | +18.0% | -8.2% | +5.2% |
| 3M | -5.2% | +11.4% | -16.6% | -8.1% |
| 6M | -10.3% | +17.7% | -28.0% | -14.9% |
| YTD | -15.5% | +5.4% | -20.8% | -18.2% |
| 1Y | -15.0% | +2.8% | -17.8% | -17.3% |
| 3Y | +17.5% | -26.7% | +44.1% | +20.9% |
| 5Y | +30.5% | +8.1% | +22.5% | +16.1% |
| 10Y | +145.5% | +202.5% | -57.0% | +56.9% |
| All | +145.5% | +211.3% | -65.8% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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