-13.4%
MLM vs BG
+8.4%
-21.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.6% |
| 7D | -3.8% | +7.4% | -11.2% | -3.6% |
| 30D | +11.0% | -1.5% | +12.5% | +11.0% |
| 3M | -3.1% | -6.1% | +3.0% | -3.1% |
| 6M | -9.8% | -18.0% | +8.2% | -9.7% |
| YTD | -14.4% | +15.6% | -30.0% | -21.5% |
| All | -13.4% | +8.4% | -21.8% | -19.8% |
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 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