+378.8%
MLM vs BR
+1,473.8%
-1,095.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | -2.0% | -1.3% | -0.7% | -1.4% |
| 30D | +9.5% | +13.7% | -4.2% | +2.7% |
| 3M | -4.7% | +13.8% | -18.5% | -11.1% |
| 6M | -10.7% | +29.7% | -40.4% | -22.6% |
| YTD | -16.6% | -12.6% | -3.9% | -12.6% |
| 1Y | -15.4% | -12.4% | -2.9% | -11.5% |
| 3Y | +15.9% | +14.1% | +1.8% | +4.0% |
| 5Y | +27.1% | +18.7% | +8.5% | +10.7% |
| 10Y | +142.3% | +276.2% | -133.9% | +10.8% |
| All | +378.8% | +1,473.8% | -1,095.0% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling