+32.0%
MLM vs BWA
+22.8%
+9.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.7% | +0.5% | -3.6% |
| 7D | -1.2% | -10.8% | +9.6% | +1.8% |
| 30D | +7.9% | -25.0% | +32.9% | +16.4% |
| 3M | -4.5% | -28.6% | +24.2% | +4.2% |
| 6M | -12.6% | -16.6% | +3.9% | -9.4% |
| YTD | -14.9% | +6.3% | -21.2% | -20.1% |
| 1Y | -13.1% | +7.2% | -20.2% | -18.7% |
| 3Y | +21.2% | +48.2% | -27.0% | -1.8% |
| 5Y | +32.0% | +23.4% | +8.6% | +8.0% |
| All | +32.0% | +22.8% | +9.2% | +8.0% |
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