+181.2%
MLM vs BAH
+220.7%
-39.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -0.7% |
| 7D | -4.1% | -3.5% | -0.6% | -3.2% |
| 30D | +8.2% | +24.3% | -16.1% | +2.0% |
| 3M | -3.6% | +16.3% | -19.9% | -7.7% |
| 6M | -15.6% | +13.6% | -29.1% | -19.3% |
| YTD | -16.4% | +3.5% | -19.9% | -18.8% |
| 1Y | -14.3% | +2.7% | -17.0% | -16.8% |
| 3Y | +19.3% | -26.6% | +45.9% | +22.6% |
| 5Y | +29.6% | +8.5% | +21.1% | +14.4% |
| All | +181.2% | +220.7% | -39.5% | +57.1% |
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