+16.5%
MLM vs BR
+14.4%
+2.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -2.0% | -1.3% | -0.7% | -1.6% |
| 30D | +9.5% | +13.7% | -4.2% | +5.5% |
| 3M | -4.7% | +13.8% | -18.5% | -8.5% |
| 6M | -10.7% | +29.7% | -40.4% | -17.7% |
| YTD | -16.6% | -12.6% | -3.9% | -11.7% |
| 1Y | -15.4% | -12.4% | -2.9% | -10.6% |
| All | +16.5% | +14.4% | +2.1% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling