+598.4%
MLM vs URA
-31.1%
+629.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +0.9% |
| 7D | -2.9% | +1.1% | -4.0% | -3.2% |
| 30D | -6.8% | +7.4% | -14.2% | -8.9% |
| 3M | -11.2% | -8.4% | -2.8% | -9.7% |
| 6M | -21.8% | -12.7% | -9.1% | -20.0% |
| YTD | -17.0% | +7.8% | -24.8% | -21.0% |
| 1Y | -16.4% | +19.5% | -35.8% | -24.1% |
| 3Y | +14.5% | +116.4% | -101.9% | -17.6% |
| 5Y | +41.7% | +134.3% | -92.5% | -6.0% |
| 10Y | +200.0% | +359.3% | -159.2% | +43.5% |
| All | +598.4% | -31.1% | +629.5% | +449.2% |
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