+181.2%
MLM vs BBWI
-43.7%
+225.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.4% | -1.1% |
| 7D | -4.1% | -6.2% | +2.1% | -2.8% |
| 30D | +8.2% | +19.9% | -11.8% | +4.0% |
| 3M | -3.6% | +7.1% | -10.7% | -5.7% |
| 6M | -15.6% | +13.7% | -29.2% | -18.9% |
| YTD | -16.4% | +9.6% | -26.0% | -19.9% |
| 1Y | -14.3% | -1.6% | -12.7% | -17.0% |
| 3Y | +19.3% | -25.9% | +45.2% | +17.4% |
| 5Y | +29.6% | -67.8% | +97.4% | +48.4% |
| All | +181.2% | -43.7% | +225.0% | +136.5% |
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