+44.0%
MLM vs BAM
+78.0%
-33.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -2.9% | -2.0% | -0.9% | -2.2% |
| 30D | -6.8% | -2.9% | -3.9% | -5.9% |
| 3M | -11.2% | +9.4% | -20.6% | -14.2% |
| 6M | -21.8% | +10.8% | -32.6% | -25.0% |
| YTD | -17.0% | -0.4% | -16.5% | -17.5% |
| 1Y | -16.4% | -10.9% | -5.5% | -13.9% |
| 3Y | +14.5% | +61.3% | -46.8% | -6.6% |
| All | +44.0% | +78.0% | -33.9% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling