-13.4%
MLM vs BUD
+37.1%
-50.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.1% | +2.0% |
| 7D | -3.8% | +1.3% | -5.2% | -4.3% |
| 30D | +11.0% | +10.0% | +1.0% | +7.5% |
| 3M | -3.1% | +1.6% | -4.6% | -3.8% |
| 6M | -9.8% | +6.5% | -16.3% | -12.6% |
| YTD | -14.4% | +34.8% | -49.2% | -24.3% |
| All | -13.4% | +37.1% | -50.5% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling