+1,295.1%
MLM vs BB
+290.1%
+1,005.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.5% | -0.7% | -4.7% |
| 7D | -1.2% | -8.9% | +7.7% | -0.3% |
| 30D | +7.9% | -12.6% | +20.6% | +9.1% |
| 3M | -4.5% | -4.1% | -0.3% | -4.6% |
| 6M | -12.6% | +49.5% | -62.1% | -17.9% |
| YTD | -14.9% | +120.8% | -135.7% | -23.7% |
| 1Y | -13.1% | +76.2% | -89.3% | -20.3% |
| 3Y | +21.2% | +123.8% | -102.6% | +4.7% |
| 5Y | +32.0% | -24.3% | +56.3% | +25.1% |
| 10Y | +195.3% | +20.1% | +175.3% | +139.3% |
| All | +1,295.1% | +290.1% | +1,005.0% | +1,087.2% |
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