+1,451.3%
MLM vs BRKR
+173.2%
+1,278.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -1.3% | -9.8% | +8.6% | +0.4% |
| 30D | -9.1% | -6.1% | -3.0% | -8.3% |
| 3M | -9.0% | -2.4% | -6.6% | -9.5% |
| 6M | -17.0% | +46.7% | -63.7% | -23.4% |
| YTD | -19.0% | +14.0% | -32.9% | -22.3% |
| 1Y | -18.1% | +76.5% | -94.6% | -27.4% |
| 3Y | +16.7% | -11.7% | +28.4% | +12.9% |
| 5Y | +40.2% | -39.3% | +79.6% | +43.1% |
| 10Y | +209.0% | +154.1% | +54.9% | +149.6% |
| All | +1,451.3% | +173.2% | +1,278.1% | +914.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling