+32.0%
MLM vs URA
+27.0%
+5.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.3% | +0.1% | -4.0% |
| 7D | -1.2% | -13.3% | +12.0% | +1.8% |
| 30D | +7.9% | -25.9% | +33.8% | +15.0% |
| 3M | -4.5% | -27.8% | +23.3% | +2.1% |
| 6M | -12.6% | -42.8% | +30.2% | -2.2% |
| YTD | -14.9% | -27.5% | +12.6% | -11.0% |
| 1Y | -13.1% | -35.1% | +22.1% | -7.0% |
| 3Y | +21.2% | +31.1% | -9.8% | +2.7% |
| 5Y | +32.0% | +29.8% | +2.2% | +8.0% |
| All | +32.0% | +27.0% | +5.0% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling