+655.1%
MLM vs URA
-51.1%
+706.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.7% |
| 7D | +9.1% | -10.5% | +19.7% | +12.5% |
| 30D | +14.6% | -18.6% | +33.3% | +21.1% |
| 3M | +0.3% | -23.0% | +23.3% | +7.3% |
| 6M | -7.5% | -40.3% | +32.8% | +5.6% |
| YTD | -10.2% | -23.5% | +13.2% | -6.3% |
| 1Y | -10.5% | -31.1% | +20.6% | -4.1% |
| 3Y | +27.8% | +38.3% | -10.5% | +4.7% |
| 5Y | +38.9% | +34.6% | +4.3% | +10.1% |
| 10Y | +211.4% | +285.4% | -74.0% | +54.3% |
| All | +655.1% | -51.1% | +706.1% | +551.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling