+25.7%
MLM vs BLDR
-8.6%
+34.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.3% |
| 7D | -4.1% | -3.7% | -0.5% | -3.1% |
| 30D | +8.2% | +16.8% | -8.6% | +2.2% |
| 3M | -3.6% | -13.7% | +10.2% | +0.5% |
| 6M | -15.6% | -21.9% | +6.3% | -9.8% |
| YTD | -16.4% | -39.2% | +22.8% | -4.0% |
| 1Y | -14.3% | -42.6% | +28.3% | -0.1% |
| 3Y | +19.3% | -50.2% | +69.5% | +35.5% |
| All | +25.7% | -8.6% | +34.4% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling