+27.0%
BROS vs MLM
+46.9%
-19.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | 0.0% |
| 7D | -6.7% | -2.9% | -3.8% | -4.8% |
| 30D | -29.1% | -6.8% | -22.2% | -25.5% |
| 3M | -16.7% | -11.2% | -5.5% | -10.9% |
| 6M | -11.6% | -21.8% | +10.2% | +2.8% |
| YTD | -23.9% | -17.0% | -6.9% | -15.9% |
| 1Y | -34.8% | -16.4% | -18.4% | -28.5% |
| 3Y | +62.1% | +14.5% | +47.6% | +38.0% |
| All | +27.0% | +46.9% | -19.9% | -2.9% |
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