-17.9%
MLM vs UUUU
+25.8%
-43.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.6% |
| 7D | +1.4% | +2.8% | -1.4% | +1.3% |
| 30D | -6.5% | +3.4% | -9.9% | -6.7% |
| 3M | -7.4% | -3.9% | -3.6% | -7.4% |
| 6M | -15.8% | -23.2% | +7.4% | -15.2% |
| YTD | -17.4% | +0.6% | -18.0% | -17.7% |
| 1Y | -17.9% | +22.9% | -40.8% | -12.9% |
| All | -17.9% | +25.8% | -43.7% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 1y: compounded portfolio wealth divided by compounded UUUU 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…
1y analysis · Full analysis span regression · 6 months rolling