+26.5%
MLM vs BNS
+78.5%
-52.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -0.9% | +0.9% | -1.8% | -1.4% |
| 30D | +9.0% | +2.8% | +6.3% | +7.4% |
| 3M | -5.6% | +3.0% | -8.6% | -7.4% |
| 6M | -10.7% | +23.3% | -33.9% | -21.8% |
| YTD | -17.2% | +29.3% | -46.5% | -29.7% |
| 1Y | -14.2% | +41.7% | -55.9% | -31.2% |
| 3Y | +15.6% | +147.7% | -132.1% | -36.0% |
| All | +26.5% | +78.5% | -52.0% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling