-17.9%
MLM vs BNS
+49.3%
-67.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +1.4% | +1.8% | -0.4% | +0.6% |
| 30D | -6.5% | +4.5% | -11.0% | -8.3% |
| 3M | -7.4% | +15.8% | -23.2% | -14.7% |
| 6M | -15.8% | +31.5% | -47.3% | -28.2% |
| YTD | -17.4% | +28.6% | -46.0% | -28.9% |
| 1Y | -17.9% | +48.2% | -66.1% | -34.0% |
| All | -17.9% | +49.3% | -67.2% | -34.0% |
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