+19.6%
MLM vs BNS
+130.6%
-111.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.7% |
| 7D | -2.9% | +1.5% | -4.5% | -3.6% |
| 30D | -6.8% | +6.0% | -12.8% | -9.6% |
| 3M | -11.2% | +16.3% | -27.6% | -18.1% |
| 6M | -21.8% | +28.8% | -50.6% | -31.7% |
| YTD | -17.0% | +30.0% | -46.9% | -27.9% |
| 1Y | -16.4% | +50.7% | -67.1% | -32.6% |
| All | +19.6% | +130.6% | -111.0% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling