-15.0%
MLM vs BR
-11.9%
-3.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -5.8% | +1.9% | -7.7% | -6.1% |
| 30D | +9.8% | +15.9% | -6.0% | +7.6% |
| 3M | -5.2% | +13.7% | -18.8% | -7.0% |
| 6M | -10.3% | +31.0% | -41.3% | -13.5% |
| YTD | -15.5% | -12.0% | -3.5% | -13.0% |
| 1Y | -15.0% | -11.5% | -3.6% | -13.2% |
| All | -15.0% | -11.9% | -3.2% | -13.2% |
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