+3,063.4%
MLM vs BRO
+13,464.1%
-10,400.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.4% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +9.0% | +11.3% | -2.3% | +4.6% |
| 3M | -5.6% | +0.7% | -6.3% | -6.2% |
| 6M | -10.7% | +32.9% | -43.6% | -20.5% |
| YTD | -17.2% | -8.8% | -8.3% | -15.8% |
| 1Y | -14.2% | -9.2% | -5.0% | -12.8% |
| 3Y | +15.6% | +0.1% | +15.6% | +11.6% |
| 5Y | +26.2% | +15.6% | +10.6% | +14.4% |
| 10Y | +140.6% | +300.2% | -159.6% | +41.6% |
| All | +3,063.4% | +13,464.1% | -10,400.7% | +994.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling