-14.3%
MLM vs BAM
+2.7%
-17.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.8% | -2.2% |
| 7D | -4.1% | +9.7% | -13.8% | -7.6% |
| 30D | +8.2% | +19.0% | -10.8% | +1.1% |
| 3M | -3.6% | +0.6% | -4.1% | -4.3% |
| 6M | -15.6% | +11.1% | -26.6% | -19.4% |
| YTD | -16.4% | +4.2% | -20.6% | -18.8% |
| 1Y | -14.3% | +3.3% | -17.7% | -16.8% |
| All | -14.3% | +2.7% | -17.0% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling