+1,499.4%
MLM vs BG
+928.0%
+571.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -4.1% | +2.5% | -6.7% | -4.9% |
| 30D | +8.2% | -6.1% | +14.2% | +9.9% |
| 3M | -3.6% | -8.5% | +4.9% | -1.6% |
| 6M | -15.6% | -20.4% | +4.9% | -10.6% |
| YTD | -16.4% | +13.3% | -29.7% | -21.2% |
| 1Y | -14.3% | +7.3% | -21.6% | -17.9% |
| 3Y | +19.3% | +2.6% | +16.7% | +12.6% |
| 5Y | +29.6% | +22.0% | +7.6% | +12.5% |
| 10Y | +189.9% | +91.8% | +98.2% | +104.0% |
| All | +1,499.4% | +928.0% | +571.4% | +732.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling