+25.7%
MLM vs BUD
+48.8%
-23.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.3% |
| 7D | -4.1% | +4.5% | -8.6% | -5.6% |
| 30D | +8.2% | +12.5% | -4.3% | +3.6% |
| 3M | -3.6% | 0.0% | -3.6% | -3.8% |
| 6M | -15.6% | +3.8% | -19.4% | -17.1% |
| YTD | -16.4% | +33.1% | -49.5% | -25.3% |
| 1Y | -14.3% | +35.5% | -49.9% | -24.0% |
| 3Y | +19.3% | +49.4% | -30.1% | -1.1% |
| All | +25.7% | +48.8% | -23.1% | +0.8% |
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