+26.5%
MLM vs BG
+21.9%
+4.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -0.9% | +2.6% | -3.4% | -1.2% |
| 30D | +9.0% | -6.7% | +15.7% | +10.0% |
| 3M | -5.6% | -9.3% | +3.7% | -4.5% |
| 6M | -10.7% | -18.3% | +7.7% | -8.4% |
| YTD | -17.2% | +16.2% | -33.3% | -20.6% |
| 1Y | -14.2% | +7.6% | -21.8% | -16.6% |
| 3Y | +15.6% | +6.6% | +9.1% | +11.0% |
| All | +26.5% | +21.9% | +4.6% | +11.0% |
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