+6.7%
AUR vs MLM
-12.5%
+19.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +3.0% | +4.6% |
| 7D | +9.9% | -3.8% | +13.8% | +11.4% |
| 30D | -20.2% | +11.0% | -31.2% | -24.6% |
| 3M | -34.1% | -3.1% | -31.1% | -33.4% |
| 6M | -34.3% | -9.8% | -24.5% | -31.9% |
| YTD | +21.1% | -14.4% | +35.5% | +24.2% |
| All | +6.7% | -12.5% | +19.1% | +8.0% |
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