-7.9%
BROS vs MLM
+47.9%
-55.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.1% |
| 7D | -21.2% | -4.1% | -17.1% | -18.3% |
| 30D | -11.6% | +8.2% | -19.7% | -15.2% |
| 3M | -36.7% | -3.6% | -33.1% | -34.7% |
| 6M | -42.8% | -15.6% | -27.3% | -36.3% |
| YTD | -44.8% | -16.4% | -28.4% | -38.9% |
| 1Y | -36.5% | -14.3% | -22.2% | -30.8% |
| 3Y | +27.0% | +19.3% | +7.6% | +6.0% |
| 5Y | -50.3% | +29.6% | -79.9% | -65.2% |
| All | -7.9% | +47.9% | -55.8% | -29.4% |
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