+708.0%
BKR vs MLM
+2,961.7%
-2,253.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.7% |
| 7D | +1.7% | -2.9% | +4.7% | +2.9% |
| 30D | +3.3% | -6.8% | +10.2% | +6.1% |
| 3M | -3.6% | -11.2% | +7.6% | +0.1% |
| 6M | +5.0% | -21.8% | +26.9% | +14.3% |
| YTD | +40.9% | -17.0% | +57.9% | +49.1% |
| 1Y | +39.2% | -16.4% | +55.6% | +46.4% |
| 3Y | +83.7% | +14.5% | +69.3% | +67.3% |
| 5Y | +207.5% | +41.7% | +165.8% | +149.9% |
| 10Y | +136.3% | +200.0% | -63.7% | +36.7% |
| All | +708.0% | +2,961.7% | -2,253.7% | +142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling