-10.5%
MLM vs BR
-14.2%
+3.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.7% | +1.9% |
| 7D | +9.1% | +7.0% | +2.2% | +8.0% |
| 30D | +14.6% | +19.0% | -4.4% | +11.9% |
| 3M | +0.3% | +13.1% | -12.8% | -1.6% |
| 6M | -7.5% | +24.6% | -32.1% | -10.6% |
| YTD | -10.2% | -13.6% | +3.4% | -6.6% |
| 1Y | -10.5% | -13.1% | +2.6% | -7.8% |
| All | -10.5% | -14.2% | +3.8% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling