+138.8%
MLM vs BRO
+297.2%
-158.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.7% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +9.0% | +11.3% | -2.3% | +3.2% |
| 3M | -5.6% | +0.7% | -6.3% | -6.5% |
| 6M | -10.7% | +32.9% | -43.6% | -23.8% |
| YTD | -17.2% | -8.8% | -8.3% | -15.0% |
| 1Y | -14.2% | -9.2% | -5.0% | -11.9% |
| 3Y | +15.6% | +0.1% | +15.6% | +7.7% |
| 5Y | +26.2% | +15.6% | +10.6% | +5.0% |
| All | +138.8% | +297.2% | -158.5% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling