+29.8%
MLM vs BBWI
-67.1%
+96.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.1% |
| 7D | -3.8% | -6.2% | +2.3% | -2.6% |
| 30D | +11.0% | +25.5% | -14.5% | +6.3% |
| 3M | -3.1% | +8.0% | -11.0% | -5.0% |
| 6M | -9.8% | +12.7% | -22.5% | -12.8% |
| YTD | -14.4% | +11.6% | -26.0% | -17.7% |
| 1Y | -12.6% | -0.9% | -11.7% | -14.8% |
| 3Y | +19.7% | -22.7% | +42.4% | +16.7% |
| 5Y | +29.8% | -67.2% | +96.9% | +61.1% |
| All | +29.8% | -67.1% | +96.9% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling