+153.5%
MLM vs BUD
-8.7%
+162.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.1% | +1.9% |
| 7D | -3.8% | +1.3% | -5.2% | -4.4% |
| 30D | +11.0% | +10.0% | +1.0% | +6.6% |
| 3M | -3.1% | +1.6% | -4.6% | -3.9% |
| 6M | -9.8% | +6.5% | -16.3% | -12.6% |
| YTD | -14.4% | +34.8% | -49.2% | -25.1% |
| 1Y | -12.6% | +36.5% | -49.0% | -24.0% |
| 3Y | +19.7% | +49.0% | -29.2% | -2.3% |
| 5Y | +29.8% | +51.7% | -21.9% | +3.3% |
| 10Y | +153.5% | -7.5% | +161.1% | +102.6% |
| All | +153.5% | -8.7% | +162.3% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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