+14.0%
AUR vs MLM
-18.7%
+32.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.7% |
| 7D | +11.1% | -2.7% | +13.8% | +12.6% |
| 30D | -6.9% | -8.3% | +1.4% | -2.7% |
| 3M | +5.5% | -12.0% | +17.5% | +10.7% |
| 6M | +41.0% | -17.6% | +58.6% | +52.4% |
| YTD | +69.3% | -18.9% | +88.1% | +82.0% |
| 1Y | +14.0% | -17.6% | +31.7% | +20.9% |
| All | +14.0% | -18.7% | +32.8% | +20.9% |
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