+25.7%
MLM vs BWA
+26.5%
-0.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.6% |
| 7D | -4.1% | -5.5% | +1.3% | -2.7% |
| 30D | +8.2% | -21.7% | +29.9% | +15.3% |
| 3M | -3.6% | -25.6% | +22.0% | +4.0% |
| 6M | -15.6% | -17.4% | +1.9% | -12.2% |
| YTD | -16.4% | +9.2% | -25.6% | -22.1% |
| 1Y | -14.3% | +9.7% | -24.1% | -20.4% |
| 3Y | +19.3% | +54.6% | -35.3% | -4.7% |
| All | +25.7% | +26.5% | -0.7% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling