+43.4%
MLM vs UUUU
+118.2%
-74.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.6% |
| 7D | +1.4% | +2.8% | -1.4% | +1.1% |
| 30D | -6.5% | +3.4% | -9.9% | -6.9% |
| 3M | -7.4% | -3.9% | -3.6% | -7.5% |
| 6M | -15.8% | -23.2% | +7.4% | -14.6% |
| YTD | -17.4% | +0.6% | -18.0% | -19.8% |
| 1Y | -17.9% | +22.9% | -40.8% | -23.7% |
| 3Y | +18.9% | +98.6% | -79.8% | -1.3% |
| 5Y | +43.4% | +130.2% | -86.8% | +15.6% |
| All | +43.4% | +118.2% | -74.8% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling