+631.1%
MLM vs BAH
+1,110.0%
-478.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.2% | -6.3% | -5.5% |
| 7D | -1.2% | +6.0% | -7.3% | -2.8% |
| 30D | +7.9% | +31.1% | -23.1% | +0.4% |
| 3M | -4.5% | +25.2% | -29.6% | -10.3% |
| 6M | -12.6% | +18.9% | -31.6% | -17.5% |
| YTD | -14.9% | +8.3% | -23.2% | -18.3% |
| 1Y | -13.1% | +6.2% | -19.3% | -16.3% |
| 3Y | +21.2% | -22.8% | +44.0% | +23.2% |
| 5Y | +32.0% | +13.6% | +18.4% | +17.8% |
| 10Y | +195.3% | +240.2% | -44.9% | +89.1% |
| All | +631.1% | +1,110.0% | -478.9% | +241.2% |
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