+41.0%
MLM vs BRO
+17.6%
+23.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -0.8% |
| 7D | -2.7% | -7.6% | +4.9% | +0.2% |
| 30D | -8.3% | -6.9% | -1.5% | -5.9% |
| 3M | -12.0% | +12.8% | -24.8% | -16.3% |
| 6M | -17.6% | -5.9% | -11.8% | -16.1% |
| YTD | -18.9% | -15.9% | -3.0% | -13.6% |
| 1Y | -17.6% | -28.1% | +10.5% | -5.9% |
| 3Y | +16.8% | -7.0% | +23.8% | +13.3% |
| 5Y | +41.0% | +18.0% | +23.0% | +16.0% |
| All | +41.0% | +17.6% | +23.4% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling