+147.4%
MLM vs BBWI
-45.1%
+192.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -2.9% | -4.2% | +1.4% | -1.9% |
| 30D | +10.4% | +24.9% | -14.4% | +5.3% |
| 3M | -3.7% | +13.2% | -16.9% | -6.8% |
| 6M | -10.3% | +12.1% | -22.4% | -13.6% |
| YTD | -14.8% | +11.1% | -25.9% | -18.5% |
| 1Y | -13.9% | +0.7% | -14.6% | -16.9% |
| 3Y | +18.4% | -23.8% | +42.1% | +15.8% |
| 5Y | +31.8% | -66.9% | +98.7% | +50.0% |
| All | +147.4% | -45.1% | +192.6% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling