-4.6%
BROS vs MLM
+49.6%
-54.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.3% |
| 7D | -20.4% | -5.8% | -14.6% | -16.5% |
| 30D | -6.1% | +9.8% | -15.9% | -10.8% |
| 3M | -29.4% | -5.2% | -24.2% | -26.3% |
| 6M | -31.5% | -10.3% | -21.2% | -26.9% |
| YTD | -42.8% | -15.5% | -27.3% | -37.1% |
| 1Y | -37.5% | -15.0% | -22.5% | -31.4% |
| 3Y | +27.2% | +17.5% | +9.7% | +7.6% |
| 5Y | -47.0% | +30.5% | -77.5% | -63.3% |
| All | -4.6% | +49.6% | -54.1% | -27.4% |
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