+19.3%
MLM vs BUD
+49.3%
-30.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.5% |
| 7D | -4.1% | +4.5% | -8.6% | -5.1% |
| 30D | +8.2% | +12.5% | -4.3% | +5.4% |
| 3M | -3.6% | 0.0% | -3.6% | -3.8% |
| 6M | -15.6% | +3.8% | -19.4% | -16.6% |
| YTD | -16.4% | +33.1% | -49.5% | -21.3% |
| 1Y | -14.3% | +35.5% | -49.9% | -19.7% |
| 3Y | +19.3% | +49.4% | -30.1% | +5.7% |
| All | +19.3% | +49.3% | -30.0% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling