+215.7%
BKR vs MLM
+43.0%
+172.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +0.4% | +1.4% | -1.0% | 0.0% |
| 30D | +3.9% | -6.5% | +10.4% | +5.8% |
| 3M | -1.1% | -7.4% | +6.4% | +0.3% |
| 6M | +7.6% | -15.8% | +23.4% | +12.2% |
| YTD | +41.9% | -17.4% | +59.3% | +48.1% |
| 1Y | +42.2% | -17.9% | +60.1% | +48.3% |
| 3Y | +84.3% | +18.9% | +65.4% | +68.0% |
| 5Y | +215.7% | +43.4% | +172.3% | +169.3% |
| All | +215.7% | +43.0% | +172.7% | +169.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling