-36.6%
AUR vs MLM
+39.6%
-76.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | -7.3% | -11.2% | +3.9% | +2.3% |
| 6M | +41.2% | -21.8% | +63.0% | +76.8% |
| YTD | +65.1% | -17.0% | +82.1% | +91.6% |
| 1Y | +13.4% | -16.4% | +29.8% | +29.8% |
| 3Y | +98.1% | +14.5% | +83.6% | +65.5% |
| 5Y | -36.0% | +41.7% | -77.8% | -54.8% |
| All | -36.6% | +39.6% | -76.2% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling