-17.9%
MLM vs BG
+50.6%
-68.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -0.3% |
| 7D | +1.4% | +2.4% | -1.0% | +1.5% |
| 30D | -6.5% | +15.0% | -21.6% | -5.9% |
| 3M | -7.4% | -0.7% | -6.8% | -7.4% |
| 6M | -15.8% | +7.5% | -23.3% | -15.5% |
| YTD | -17.4% | +41.6% | -59.0% | -16.3% |
| 1Y | -17.9% | +50.7% | -68.6% | -15.7% |
| All | -17.9% | +50.6% | -68.5% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling