+181.2%
MLM vs URA
+278.3%
-97.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -3.0% |
| 7D | -4.1% | -4.1% | 0.0% | -3.1% |
| 30D | +8.2% | -19.0% | +27.2% | +13.8% |
| 3M | -3.6% | -25.1% | +21.6% | +3.2% |
| 6M | -15.6% | -44.5% | +28.9% | -2.9% |
| YTD | -16.4% | -24.3% | +7.9% | -12.9% |
| 1Y | -14.3% | -28.1% | +13.8% | -9.8% |
| 3Y | +19.3% | +40.7% | -21.4% | -1.8% |
| 5Y | +29.6% | +35.5% | -5.9% | +3.6% |
| All | +181.2% | +278.3% | -97.0% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling