+43.5%
MLM vs BG
+76.3%
-32.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | -2.9% | +2.8% | -5.7% | -3.3% |
| 30D | -6.8% | +12.0% | -18.9% | -8.6% |
| 3M | -11.2% | -7.7% | -3.5% | -10.3% |
| 6M | -21.8% | +4.5% | -26.3% | -22.9% |
| YTD | -17.0% | +35.7% | -52.7% | -22.1% |
| 1Y | -16.4% | +50.1% | -66.4% | -23.3% |
| 3Y | +14.5% | +12.6% | +1.9% | +10.7% |
| All | +43.5% | +76.3% | -32.8% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling