+376.4%
MLM vs BR
+1,321.0%
-944.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +2.8% |
| 7D | -2.9% | -5.3% | +2.4% | -0.3% |
| 30D | -6.8% | +6.4% | -13.3% | -9.9% |
| 3M | -11.2% | +13.6% | -24.9% | -17.2% |
| 6M | -21.8% | -6.7% | -15.1% | -20.3% |
| YTD | -17.0% | -21.1% | +4.1% | -8.2% |
| 1Y | -16.4% | -29.6% | +13.2% | -2.0% |
| 3Y | +14.5% | -2.4% | +16.9% | +11.5% |
| 5Y | +41.7% | +11.2% | +30.5% | +27.5% |
| 10Y | +200.0% | +191.8% | +8.3% | +56.3% |
| All | +376.4% | +1,321.0% | -944.6% | +0.5% |
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