+25.7%
MLM vs BNS
+76.9%
-51.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -4.1% | -2.2% | -1.9% | -2.8% |
| 30D | +8.2% | +5.1% | +3.1% | +5.1% |
| 3M | -3.6% | +4.7% | -8.3% | -6.5% |
| 6M | -15.6% | +19.0% | -34.6% | -24.4% |
| YTD | -16.4% | +28.2% | -44.6% | -28.7% |
| 1Y | -14.3% | +43.4% | -57.7% | -31.9% |
| 3Y | +19.3% | +143.1% | -123.8% | -33.2% |
| All | +25.7% | +76.9% | -51.2% | -11.4% |
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