+19.7%
MLM vs BLDR
-47.3%
+67.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.0% | +0.8% |
| 7D | -3.8% | -2.7% | -1.1% | -3.2% |
| 30D | +11.0% | +24.8% | -13.8% | +3.5% |
| 3M | -3.1% | -11.7% | +8.6% | -0.2% |
| 6M | -9.8% | -14.8% | +5.0% | -6.9% |
| YTD | -14.4% | -35.9% | +21.5% | -5.2% |
| 1Y | -12.6% | -39.7% | +27.2% | -1.8% |
| 3Y | +19.7% | -45.6% | +65.3% | +31.8% |
| All | +19.7% | -47.3% | +67.0% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling