+48.6%
MLM vs BAM
+90.5%
-42.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.6% |
| 7D | -3.8% | +5.3% | -9.1% | -5.7% |
| 30D | +11.0% | +18.1% | -7.1% | +4.4% |
| 3M | -3.1% | +4.2% | -7.3% | -4.7% |
| 6M | -9.8% | +11.1% | -20.9% | -13.6% |
| YTD | -14.4% | +6.6% | -21.0% | -17.2% |
| 1Y | -12.6% | +6.2% | -18.8% | -15.4% |
| 3Y | +19.7% | +95.0% | -75.3% | -8.0% |
| All | +48.6% | +90.5% | -42.0% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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