+84.0%
AUR vs MLM
+20.2%
+63.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.8% |
| 7D | +8.7% | -2.9% | +11.7% | +12.0% |
| 30D | -5.2% | -6.8% | +1.6% | +1.8% |
| 3M | -7.3% | -11.2% | +3.9% | +2.1% |
| 6M | +41.2% | -21.8% | +63.0% | +78.0% |
| YTD | +65.1% | -17.0% | +82.1% | +90.4% |
| 1Y | +13.4% | -16.4% | +29.8% | +28.5% |
| All | +84.0% | +20.2% | +63.9% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling