+3,070.5%
MLM vs BWA
+2,888.5%
+182.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.6% | +0.2% |
| 7D | -2.9% | +5.7% | -8.6% | -4.8% |
| 30D | -6.8% | +1.4% | -8.2% | -7.4% |
| 3M | -11.2% | -12.1% | +0.9% | -7.7% |
| 6M | -21.8% | +28.6% | -50.4% | -29.5% |
| YTD | -17.0% | +51.1% | -68.1% | -31.0% |
| 1Y | -16.4% | +55.9% | -72.2% | -31.5% |
| 3Y | +14.5% | +70.1% | -55.7% | -11.9% |
| 5Y | +41.7% | +90.7% | -48.9% | +1.9% |
| 10Y | +200.0% | +154.0% | +46.1% | +80.5% |
| All | +3,070.5% | +2,888.5% | +182.0% | +793.6% |
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