+138.8%
MLM vs BG
+111.0%
+27.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | -0.9% | +2.6% | -3.4% | -1.6% |
| 30D | +9.0% | -6.7% | +15.7% | +11.1% |
| 3M | -5.6% | -9.3% | +3.7% | -3.3% |
| 6M | -10.7% | -18.3% | +7.7% | -6.1% |
| YTD | -17.2% | +16.2% | -33.3% | -23.0% |
| 1Y | -14.2% | +7.6% | -21.8% | -18.3% |
| 3Y | +15.6% | +6.6% | +9.1% | +7.3% |
| 5Y | +26.2% | +22.2% | +4.0% | +6.9% |
| All | +138.8% | +111.0% | +27.8% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling