-10.5%
MLM vs BRKR
+65.8%
-76.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.9% | -10.6% | +1.2% |
| 7D | +9.1% | +2.9% | +6.2% | +8.7% |
| 30D | +14.6% | -0.1% | +14.7% | +14.5% |
| 3M | +0.3% | +26.9% | -26.6% | -2.7% |
| 6M | -7.5% | +75.6% | -83.1% | -16.0% |
| YTD | -10.2% | +35.8% | -46.1% | -15.9% |
| 1Y | -10.5% | +58.6% | -69.1% | -20.7% |
| All | -10.5% | +65.8% | -76.3% | -20.7% |
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