+1,260.6%
MLM vs BB
+258.8%
+1,001.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.9% | -5.6% | +2.7% | -2.3% |
| 30D | -6.8% | -11.8% | +5.0% | -5.7% |
| 3M | -11.2% | -25.5% | +14.3% | -9.3% |
| 6M | -21.8% | +121.3% | -143.1% | -29.6% |
| YTD | -17.0% | +103.2% | -120.1% | -24.6% |
| 1Y | -16.4% | +102.6% | -119.0% | -24.3% |
| 3Y | +14.5% | +37.5% | -23.0% | +4.3% |
| 5Y | +41.7% | -30.4% | +72.2% | +35.8% |
| 10Y | +200.0% | 0.0% | +200.0% | +148.9% |
| All | +1,260.6% | +258.8% | +1,001.7% | +1,073.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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