-10.3%
MLM vs BNS
+22.7%
-33.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | -5.8% | -3.2% | -2.6% | -4.6% |
| 30D | +9.8% | +5.1% | +4.7% | +8.5% |
| 3M | -5.2% | +6.0% | -11.1% | -6.3% |
| 6M | -10.3% | +23.4% | -33.6% | -21.2% |
| All | -10.3% | +22.7% | -33.0% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling