-5.8%
BROS vs MLM
+50.6%
-56.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -5.2% | -16.3% | -18.0% |
| 7D | -21.4% | -1.2% | -20.2% | -20.1% |
| 30D | -11.5% | +7.9% | -19.4% | -15.1% |
| 3M | -47.4% | -4.5% | -42.9% | -45.2% |
| 6M | -39.5% | -12.6% | -26.9% | -34.2% |
| YTD | -43.5% | -14.9% | -28.7% | -38.2% |
| 1Y | -37.8% | -13.1% | -24.7% | -32.8% |
| 3Y | +30.5% | +21.2% | +9.3% | +7.9% |
| 5Y | -49.1% | +32.0% | -81.2% | -64.8% |
| All | -5.8% | +50.6% | -56.4% | -28.7% |
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