-44.2%
BROS vs MLM
+27.9%
-72.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.5% | +4.2% | +4.9% |
| 7D | -17.9% | -3.8% | -14.1% | -14.8% |
| 30D | -5.4% | +11.0% | -16.4% | -11.2% |
| 3M | -32.1% | -3.1% | -29.0% | -30.1% |
| 6M | -31.7% | -9.8% | -21.9% | -27.0% |
| YTD | -41.2% | -14.4% | -26.8% | -35.5% |
| 1Y | -32.6% | -12.6% | -20.0% | -27.2% |
| 3Y | +32.7% | +19.7% | +12.9% | +7.4% |
| 5Y | -44.2% | +29.8% | -74.0% | -62.3% |
| All | -44.2% | +27.9% | -72.2% | -62.3% |
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