-14.2%
MLM vs BIYA
-98.3%
+84.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.9% | +9.0% | -9.9% | -0.9% |
| 30D | +9.0% | -12.9% | +22.0% | +9.0% |
| 3M | -5.6% | -54.7% | +49.1% | -5.5% |
| 6M | -10.7% | -85.1% | +74.4% | -10.6% |
| YTD | -17.2% | -96.9% | +79.7% | -16.0% |
| 1Y | -14.2% | -98.5% | +84.3% | -13.0% |
| All | -14.2% | -98.3% | +84.1% | -13.0% |
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