-16.4%
MLM vs BRKR
+100.6%
-116.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.3% |
| 7D | -2.9% | +2.5% | -5.4% | -3.2% |
| 30D | -6.8% | +11.5% | -18.3% | -8.0% |
| 3M | -11.2% | -2.4% | -8.9% | -12.0% |
| 6M | -21.8% | +52.3% | -74.1% | -27.3% |
| YTD | -17.0% | +24.5% | -41.4% | -20.9% |
| 1Y | -16.4% | +97.3% | -113.7% | -24.0% |
| All | -16.4% | +100.6% | -116.9% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling