+613.0%
MLM vs BAH
+886.2%
-273.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | -2.9% | -3.2% | +0.3% | -2.1% |
| 30D | -6.8% | +2.0% | -8.8% | -7.4% |
| 3M | -11.2% | -7.6% | -3.6% | -9.8% |
| 6M | -21.8% | -5.7% | -16.2% | -21.6% |
| YTD | -17.0% | -11.7% | -5.2% | -15.6% |
| 1Y | -16.4% | -27.4% | +11.0% | -10.8% |
| 3Y | +14.5% | -32.5% | +47.0% | +20.5% |
| 5Y | +41.7% | -3.3% | +45.1% | +32.0% |
| 10Y | +200.0% | +186.0% | +14.0% | +101.6% |
| All | +613.0% | +886.2% | -273.2% | +252.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling