+3,151.0%
MLM vs BBWI
+1,139.6%
+2,011.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.2% | +1.0% | -3.5% |
| 7D | -1.2% | -3.1% | +1.8% | -0.4% |
| 30D | +7.9% | +23.1% | -15.2% | +2.0% |
| 3M | -4.5% | +7.3% | -11.8% | -7.1% |
| 6M | -12.6% | +22.6% | -35.2% | -18.8% |
| YTD | -14.9% | +13.3% | -28.1% | -20.2% |
| 1Y | -13.1% | -2.6% | -10.5% | -16.5% |
| 3Y | +21.2% | -25.9% | +47.2% | +18.2% |
| 5Y | +32.0% | -66.7% | +98.7% | +52.9% |
| 10Y | +195.3% | -41.6% | +236.9% | +139.2% |
| All | +3,151.0% | +1,139.6% | +2,011.4% | +986.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling