+873.9%
MLM vs BLDR
+412.4%
+461.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.8% | +0.6% | -3.9% |
| 7D | -1.2% | +3.9% | -5.1% | -2.1% |
| 30D | +7.9% | +16.5% | -8.6% | +4.1% |
| 3M | -4.5% | -13.7% | +9.2% | -1.7% |
| 6M | -12.6% | -12.2% | -0.5% | -10.9% |
| YTD | -14.9% | -36.3% | +21.5% | -7.3% |
| 1Y | -13.1% | -41.3% | +28.2% | -3.9% |
| 3Y | +21.2% | -48.3% | +69.6% | +33.9% |
| 5Y | +32.0% | -2.6% | +34.6% | +24.7% |
| 10Y | +195.3% | +616.6% | -421.3% | +78.1% |
| All | +873.9% | +412.4% | +461.5% | +355.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling