+43.5%
MLM vs BR
+11.2%
+32.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +2.7% |
| 7D | -2.9% | -5.3% | +2.4% | -0.5% |
| 30D | -6.8% | +6.4% | -13.3% | -9.7% |
| 3M | -11.2% | +13.6% | -24.9% | -16.8% |
| 6M | -21.8% | -6.7% | -15.1% | -19.8% |
| YTD | -17.0% | -21.1% | +4.1% | -7.0% |
| 1Y | -16.4% | -29.6% | +13.2% | -0.2% |
| 3Y | +14.5% | -2.4% | +16.9% | +9.9% |
| All | +43.5% | +11.2% | +32.3% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling