+138.8%
MLM vs BUD
-2.1%
+140.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.2% |
| 7D | -0.9% | +1.0% | -1.9% | -1.3% |
| 30D | +9.0% | +6.7% | +2.3% | +6.0% |
| 3M | -5.6% | +5.7% | -11.3% | -7.9% |
| 6M | -10.7% | +5.8% | -16.5% | -13.3% |
| YTD | -17.2% | +34.4% | -51.6% | -27.5% |
| 1Y | -14.2% | +33.3% | -47.5% | -24.8% |
| 3Y | +15.6% | +48.8% | -33.2% | -5.9% |
| 5Y | +26.2% | +52.5% | -26.3% | 0.0% |
| All | +138.8% | -2.1% | +140.8% | +92.1% |
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