+145.5%
MLM vs BNS
+188.9%
-43.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.3% |
| 7D | -5.8% | -3.2% | -2.6% | -3.6% |
| 30D | +9.8% | +5.1% | +4.7% | +6.1% |
| 3M | -5.2% | +6.0% | -11.1% | -9.4% |
| 6M | -10.3% | +23.4% | -33.6% | -23.4% |
| YTD | -15.5% | +30.4% | -45.9% | -30.9% |
| 1Y | -15.0% | +44.0% | -59.0% | -35.4% |
| 3Y | +17.5% | +150.3% | -132.9% | -41.6% |
| 5Y | +30.5% | +83.0% | -52.5% | -18.5% |
| 10Y | +145.5% | +190.9% | -45.4% | +1.1% |
| All | +145.5% | +188.9% | -43.4% | +1.1% |
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