+3,151.0%
MLM vs BWA
+2,003.1%
+1,147.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.7% | +0.5% | -3.1% |
| 7D | -1.2% | -10.8% | +9.6% | +2.9% |
| 30D | +7.9% | -25.0% | +32.9% | +19.3% |
| 3M | -4.5% | -28.6% | +24.2% | +7.2% |
| 6M | -12.6% | -16.6% | +3.9% | -8.2% |
| YTD | -14.9% | +6.3% | -21.2% | -20.1% |
| 1Y | -13.1% | +7.2% | -20.2% | -18.8% |
| 3Y | +21.2% | +48.2% | -27.0% | -2.2% |
| 5Y | +32.0% | +23.4% | +8.6% | +10.9% |
| 10Y | +195.3% | +84.0% | +111.3% | +99.1% |
| All | +3,151.0% | +2,003.1% | +1,147.8% | +934.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling