+379.5%
MLM vs BR
+1,465.0%
-1,085.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.9% |
| 7D | -4.1% | +6.5% | -10.6% | -7.1% |
| 30D | +8.2% | +18.9% | -10.7% | -0.9% |
| 3M | -3.6% | +16.3% | -19.9% | -11.1% |
| 6M | -15.6% | +26.2% | -41.8% | -25.8% |
| YTD | -16.4% | -13.1% | -3.3% | -12.2% |
| 1Y | -14.3% | -10.5% | -3.9% | -11.5% |
| 3Y | +19.3% | +13.3% | +6.0% | +7.4% |
| 5Y | +29.6% | +19.9% | +9.7% | +12.1% |
| 10Y | +189.9% | +254.2% | -64.3% | +36.2% |
| All | +379.5% | +1,465.0% | -1,085.5% | -3.9% |
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