-8.1%
BROS vs MLM
+47.6%
-55.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -2.8% |
| 7D | -2.5% | -2.0% | -0.5% | -1.1% |
| 30D | -11.2% | +9.5% | -20.8% | -15.5% |
| 3M | -33.9% | -4.7% | -29.2% | -31.2% |
| 6M | -33.5% | -10.7% | -22.8% | -28.7% |
| YTD | -44.9% | -16.6% | -28.4% | -38.8% |
| 1Y | -41.5% | -15.4% | -26.1% | -35.6% |
| 3Y | +22.4% | +15.9% | +6.5% | +4.5% |
| 5Y | -45.7% | +27.1% | -72.8% | -62.5% |
| All | -8.1% | +47.6% | -55.7% | -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