+153.5%
MLM vs BR
+266.7%
-113.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.0% |
| 7D | -3.8% | +4.4% | -8.3% | -5.8% |
| 30D | +11.0% | +16.3% | -5.3% | +3.6% |
| 3M | -3.1% | +16.2% | -19.3% | -9.9% |
| 6M | -9.8% | +30.3% | -40.1% | -21.0% |
| YTD | -14.4% | -12.2% | -2.1% | -10.2% |
| 1Y | -12.6% | -11.3% | -1.3% | -8.8% |
| 3Y | +19.7% | +15.2% | +4.5% | +7.6% |
| 5Y | +29.8% | +18.0% | +11.7% | +13.0% |
| 10Y | +153.5% | +268.7% | -115.2% | +51.6% |
| All | +153.5% | +266.7% | -113.2% | +51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling