+15.6%
MLM vs UUUU
-17.1%
+32.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -0.9% | -1.1% | +0.2% | -0.8% |
| 30D | +9.0% | -21.0% | +30.0% | +10.7% |
| 3M | -5.6% | -54.8% | +49.2% | -0.5% |
| 6M | -10.7% | -67.3% | +56.7% | -4.2% |
| YTD | -17.2% | -54.7% | +37.5% | -14.2% |
| 1Y | -14.2% | -57.4% | +43.2% | -11.1% |
| 3Y | +15.6% | -19.6% | +35.2% | +7.4% |
| All | +15.6% | -17.1% | +32.7% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling