+13.4%
AUR vs MLM
-15.9%
+29.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.3% |
| 7D | +8.7% | -2.9% | +11.7% | +10.4% |
| 30D | -5.2% | -6.8% | +1.6% | -1.9% |
| 3M | -7.3% | -11.2% | +3.9% | -3.0% |
| 6M | +41.2% | -21.8% | +63.0% | +57.9% |
| YTD | +65.1% | -17.0% | +82.1% | +75.7% |
| 1Y | +13.4% | -16.4% | +29.8% | +19.7% |
| All | +13.4% | -15.9% | +29.3% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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