-15.4%
MLM vs BWA
+12.4%
-27.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -2.0% | +7.3% | -9.3% | -2.5% |
| 30D | +9.5% | -15.8% | +25.3% | +10.7% |
| 3M | -4.7% | -25.7% | +21.0% | -3.0% |
| 6M | -10.7% | -19.6% | +8.9% | -9.2% |
| YTD | -16.6% | +14.1% | -30.6% | -19.7% |
| 1Y | -15.4% | +12.2% | -27.5% | -18.3% |
| All | -15.4% | +12.4% | -27.8% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling