+21.5%
MLM vs BBWI
-25.6%
+47.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.2% | +1.0% | -4.2% |
| 7D | -1.2% | -3.1% | +1.8% | -0.7% |
| 30D | +7.9% | +23.1% | -15.2% | +4.6% |
| 3M | -4.5% | +7.3% | -11.8% | -5.8% |
| 6M | -12.6% | +22.6% | -35.2% | -16.1% |
| YTD | -14.9% | +13.3% | -28.1% | -17.5% |
| 1Y | -13.1% | -2.6% | -10.5% | -14.4% |
| All | +21.5% | -25.6% | +47.2% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling