+1,670.2%
MLM vs BNS
+1,470.7%
+199.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -4.1% | -2.2% | -1.9% | -2.7% |
| 30D | +8.2% | +5.1% | +3.1% | +4.8% |
| 3M | -3.6% | +4.7% | -8.3% | -6.8% |
| 6M | -15.6% | +19.0% | -34.6% | -25.0% |
| YTD | -16.4% | +28.2% | -44.6% | -29.3% |
| 1Y | -14.3% | +43.4% | -57.7% | -32.7% |
| 3Y | +19.3% | +143.1% | -123.8% | -34.1% |
| 5Y | +29.6% | +77.3% | -47.7% | -12.9% |
| 10Y | +189.9% | +183.5% | +6.5% | +42.4% |
| All | +1,670.2% | +1,470.7% | +199.5% | +260.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling