+32.0%
MLM vs BAH
+12.6%
+19.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.2% | -6.3% | -5.4% |
| 7D | -1.2% | +6.0% | -7.3% | -2.4% |
| 30D | +7.9% | +31.1% | -23.1% | +2.3% |
| 3M | -4.5% | +25.2% | -29.6% | -8.8% |
| 6M | -12.6% | +18.9% | -31.6% | -16.1% |
| YTD | -14.9% | +8.3% | -23.2% | -17.2% |
| 1Y | -13.1% | +6.2% | -19.3% | -15.2% |
| 3Y | +21.2% | -22.8% | +44.0% | +21.7% |
| 5Y | +32.0% | +13.6% | +18.4% | +18.1% |
| All | +32.0% | +12.6% | +19.4% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling