+670.9%
MLM vs BAH
+1,096.2%
-425.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.0% |
| 7D | +9.1% | +5.8% | +3.4% | +7.5% |
| 30D | +14.6% | +28.7% | -14.1% | +7.2% |
| 3M | +0.3% | +20.9% | -20.6% | -5.0% |
| 6M | -7.5% | +15.2% | -22.6% | -11.8% |
| YTD | -10.2% | +7.1% | -17.3% | -13.6% |
| 1Y | -10.5% | +6.4% | -16.9% | -13.8% |
| 3Y | +27.8% | -23.6% | +51.5% | +30.4% |
| 5Y | +38.9% | +11.5% | +27.4% | +24.7% |
| 10Y | +211.4% | +236.3% | -24.9% | +100.1% |
| All | +670.9% | +1,096.2% | -425.3% | +260.9% |
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 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