+3,070.5%
MLM vs BRO
+13,333.8%
-10,263.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.7% |
| 7D | -2.9% | -2.6% | -0.3% | -2.0% |
| 30D | -6.8% | +0.9% | -7.7% | -7.2% |
| 3M | -11.2% | +24.8% | -36.0% | -18.6% |
| 6M | -21.8% | -0.1% | -21.8% | -22.7% |
| YTD | -17.0% | -9.7% | -7.3% | -15.0% |
| 1Y | -16.4% | -24.5% | +8.1% | -8.7% |
| 3Y | +14.5% | -1.6% | +16.1% | +11.6% |
| 5Y | +41.7% | +25.6% | +16.2% | +25.1% |
| 10Y | +200.0% | +309.8% | -109.8% | +76.0% |
| All | +3,070.5% | +13,333.8% | -10,263.2% | +1,005.2% |
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