+153.5%
MLM vs BWA
+101.5%
+52.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.4% | -2.9% | +0.6% |
| 7D | -3.8% | -0.6% | -3.2% | -3.7% |
| 30D | +11.0% | -16.1% | +27.1% | +17.5% |
| 3M | -3.1% | -24.6% | +21.6% | +6.2% |
| 6M | -9.8% | -15.7% | +5.9% | -5.7% |
| YTD | -14.4% | +15.1% | -29.4% | -22.2% |
| 1Y | -12.6% | +15.9% | -28.4% | -20.9% |
| 3Y | +19.7% | +67.1% | -47.3% | -8.9% |
| 5Y | +29.8% | +34.7% | -5.0% | +3.9% |
| 10Y | +153.5% | +99.5% | +54.0% | +52.3% |
| All | +153.5% | +101.5% | +52.0% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling