+138.8%
MLM vs BAH
+198.8%
-60.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -0.9% | +1.7% | -2.6% | -1.3% |
| 30D | +9.0% | +20.8% | -11.8% | +3.8% |
| 3M | -5.6% | +11.6% | -17.1% | -8.5% |
| 6M | -10.7% | +23.1% | -33.8% | -16.3% |
| YTD | -17.2% | +5.3% | -22.4% | -19.8% |
| 1Y | -14.2% | +6.1% | -20.4% | -17.3% |
| 3Y | +15.6% | -27.5% | +43.1% | +19.5% |
| 5Y | +26.2% | +6.2% | +20.0% | +12.9% |
| All | +138.8% | +198.8% | -60.0% | +53.9% |
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