+1,269.5%
MLM vs BB
+307.3%
+962.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.3% | -2.3% |
| 7D | -4.1% | +3.8% | -7.9% | -4.5% |
| 30D | +8.2% | -0.3% | +8.5% | +7.8% |
| 3M | -3.6% | -0.5% | -3.1% | -4.1% |
| 6M | -15.6% | +45.9% | -61.5% | -20.5% |
| YTD | -16.4% | +130.6% | -147.0% | -25.4% |
| 1Y | -14.3% | +89.2% | -103.5% | -22.1% |
| 3Y | +19.3% | +137.5% | -118.2% | +2.4% |
| 5Y | +29.6% | -20.9% | +50.5% | +22.3% |
| 10Y | +189.9% | +25.4% | +164.5% | +133.8% |
| All | +1,269.5% | +307.3% | +962.2% | +1,059.9% |
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