+32.0%
MLM vs BUD
+50.9%
-18.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.8% | -7.0% | -5.8% |
| 7D | -1.2% | +7.1% | -8.4% | -3.7% |
| 30D | +7.9% | +12.7% | -4.7% | +3.3% |
| 3M | -4.5% | 0.0% | -4.5% | -4.7% |
| 6M | -12.6% | +7.6% | -20.2% | -15.4% |
| YTD | -14.9% | +35.0% | -49.9% | -24.3% |
| 1Y | -13.1% | +37.6% | -50.6% | -23.2% |
| 3Y | +21.2% | +51.5% | -30.3% | +0.1% |
| 5Y | +32.0% | +50.2% | -18.2% | +6.0% |
| All | +32.0% | +50.9% | -18.9% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling