-15.0%
MLM vs BNS
+42.8%
-57.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | -5.8% | -3.2% | -2.6% | -4.3% |
| 30D | +9.8% | +5.1% | +4.7% | +7.7% |
| 3M | -5.2% | +6.0% | -11.1% | -7.4% |
| 6M | -10.3% | +23.4% | -33.6% | -20.1% |
| YTD | -15.5% | +30.4% | -45.9% | -27.7% |
| 1Y | -15.0% | +44.0% | -59.0% | -28.9% |
| All | -15.0% | +42.8% | -57.8% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling