+121.4%
BKR vs MLM
+209.3%
-87.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.6% |
| 7D | -6.7% | -1.3% | -5.4% | -6.1% |
| 30D | -8.3% | -9.1% | +0.8% | -4.5% |
| 3M | -5.4% | -9.0% | +3.6% | -2.4% |
| 6M | +0.8% | -17.0% | +17.8% | +7.9% |
| YTD | +31.8% | -19.0% | +50.8% | +41.8% |
| 1Y | +28.6% | -18.1% | +46.6% | +37.0% |
| 3Y | +71.2% | +16.7% | +54.6% | +50.4% |
| 5Y | +179.2% | +40.2% | +139.0% | +115.4% |
| All | +121.4% | +209.3% | -87.9% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling