+3,070.5%
MLM vs BBWI
+995.3%
+2,075.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.4% |
| 7D | -2.9% | +1.5% | -4.4% | -3.3% |
| 30D | -6.8% | -5.2% | -1.6% | -5.9% |
| 3M | -11.2% | +11.1% | -22.3% | -14.6% |
| 6M | -21.8% | -13.4% | -8.5% | -20.5% |
| YTD | -17.0% | +0.1% | -17.1% | -19.1% |
| 1Y | -16.4% | -36.1% | +19.8% | -9.9% |
| 3Y | +14.5% | -44.1% | +58.6% | +20.8% |
| 5Y | +41.7% | -66.2% | +108.0% | +63.7% |
| 10Y | +200.0% | -54.8% | +254.8% | +162.5% |
| All | +3,070.5% | +995.3% | +2,075.2% | +1,000.3% |
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