+138.8%
MLM vs BLDR
+479.0%
-340.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.0% |
| 7D | -0.9% | -3.0% | +2.1% | +0.1% |
| 30D | +9.0% | +20.1% | -11.1% | +1.6% |
| 3M | -5.6% | -17.5% | +11.9% | +0.2% |
| 6M | -10.7% | -16.1% | +5.4% | -6.7% |
| YTD | -17.2% | -41.0% | +23.9% | -3.2% |
| 1Y | -14.2% | -41.6% | +27.4% | +0.2% |
| 3Y | +15.6% | -50.8% | +66.4% | +34.6% |
| 5Y | +26.2% | -10.8% | +37.0% | +11.8% |
| All | +138.8% | +479.0% | -340.3% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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