-14.3%
MLM vs BBWI
-6.0%
-8.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.4% | -1.3% |
| 7D | -4.1% | -6.2% | +2.1% | -3.1% |
| 30D | +8.2% | +19.9% | -11.8% | +5.7% |
| 3M | -3.6% | +7.1% | -10.7% | -4.6% |
| 6M | -15.6% | +13.7% | -29.2% | -17.5% |
| YTD | -16.4% | +9.6% | -26.0% | -17.4% |
| 1Y | -14.3% | -1.6% | -12.7% | -15.2% |
| All | -14.3% | -6.0% | -8.4% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling