+200.6%
MLM vs BRO
+295.1%
-94.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.3% | -8.6% | +7.3% | +3.1% |
| 30D | -9.1% | -6.9% | -2.2% | -6.0% |
| 3M | -9.0% | +10.5% | -19.4% | -14.0% |
| 6M | -17.0% | -2.8% | -14.3% | -17.0% |
| YTD | -19.0% | -16.1% | -2.8% | -12.9% |
| 1Y | -18.1% | -27.6% | +9.5% | -4.9% |
| 3Y | +16.7% | -7.3% | +23.9% | +13.3% |
| 5Y | +40.2% | +19.0% | +21.2% | +13.4% |
| All | +200.6% | +295.1% | -94.5% | +20.8% |
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