+206.2%
MLM vs BNS
+179.0%
+27.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +2.0% |
| 7D | -2.9% | +1.5% | -4.5% | -4.0% |
| 30D | -6.8% | +6.0% | -12.8% | -10.9% |
| 3M | -11.2% | +16.3% | -27.6% | -20.8% |
| 6M | -21.8% | +28.8% | -50.6% | -35.2% |
| YTD | -17.0% | +30.0% | -46.9% | -31.8% |
| 1Y | -16.4% | +50.7% | -67.1% | -38.4% |
| 3Y | +14.5% | +125.4% | -110.9% | -38.3% |
| 5Y | +41.7% | +94.2% | -52.5% | -15.3% |
| All | +206.2% | +179.0% | +27.2% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling