+15.6%
MLM vs BWA
+64.0%
-48.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.9% | +4.3% | -5.1% | -1.7% |
| 30D | +9.0% | -13.0% | +22.0% | +11.7% |
| 3M | -5.6% | -24.8% | +19.3% | -0.6% |
| 6M | -10.7% | -23.5% | +12.8% | -6.6% |
| YTD | -17.2% | +13.8% | -31.0% | -22.5% |
| 1Y | -14.2% | +13.4% | -27.7% | -19.7% |
| 3Y | +15.6% | +62.8% | -47.1% | -5.2% |
| All | +15.6% | +64.0% | -48.4% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling