-10.5%
MLM vs BIYA
-98.4%
+87.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.3% | +5.6% | +2.3% |
| 7D | +9.1% | -4.0% | +13.2% | +9.1% |
| 30D | +14.6% | -15.0% | +29.6% | +14.6% |
| 3M | +0.3% | -58.1% | +58.4% | +0.3% |
| 6M | -7.5% | -90.0% | +82.5% | -7.5% |
| YTD | -10.2% | -96.9% | +86.7% | -9.7% |
| 1Y | -10.5% | -98.2% | +87.7% | -10.1% |
| All | -10.5% | -98.4% | +87.9% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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