+691.0%
MLM vs BUD
+201.1%
+489.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -6.8% | -5.7% | -1.2% | -4.5% |
| 3M | -11.2% | +3.1% | -14.4% | -12.7% |
| 6M | -21.8% | +7.9% | -29.7% | -24.9% |
| YTD | -17.0% | +27.3% | -44.3% | -26.0% |
| 1Y | -16.4% | +37.8% | -54.2% | -28.2% |
| 3Y | +14.5% | +49.8% | -35.4% | -8.1% |
| 5Y | +41.7% | +43.8% | -2.1% | +13.9% |
| 10Y | +200.0% | -22.6% | +222.7% | +192.7% |
| All | +691.0% | +201.1% | +489.9% | +299.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling