+1,285.3%
MLM vs BB
+338.1%
+947.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.1% |
| 7D | -5.8% | +7.3% | -13.1% | -6.5% |
| 30D | +9.8% | +11.2% | -1.4% | +8.3% |
| 3M | -5.2% | +4.7% | -9.9% | -6.2% |
| 6M | -10.3% | +51.1% | -61.4% | -15.8% |
| YTD | -15.5% | +148.0% | -163.5% | -25.2% |
| 1Y | -15.0% | +106.1% | -121.2% | -23.4% |
| 3Y | +17.5% | +158.2% | -140.8% | -0.1% |
| 5Y | +30.5% | -10.8% | +41.4% | +21.6% |
| 10Y | +145.5% | +29.3% | +116.2% | +97.3% |
| All | +1,285.3% | +338.1% | +947.3% | +1,064.1% |
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