+3,091.3%
MLM vs BBWI
+1,099.2%
+1,992.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.4% | -1.0% |
| 7D | -4.1% | -6.2% | +2.1% | -2.5% |
| 30D | +8.2% | +19.9% | -11.8% | +2.9% |
| 3M | -3.6% | +7.1% | -10.7% | -6.3% |
| 6M | -15.6% | +13.7% | -29.2% | -19.9% |
| YTD | -16.4% | +9.6% | -26.0% | -21.0% |
| 1Y | -14.3% | -1.6% | -12.7% | -18.0% |
| 3Y | +19.3% | -25.9% | +45.2% | +16.2% |
| 5Y | +29.6% | -67.8% | +97.4% | +51.4% |
| 10Y | +189.9% | -43.5% | +233.4% | +136.8% |
| All | +3,091.3% | +1,099.2% | +1,992.2% | +975.7% |
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