+409.4%
MLM vs UUUU
-96.3%
+505.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | -4.1% | -13.6% | +9.5% | -3.1% |
| 30D | +8.2% | -35.1% | +43.3% | +11.5% |
| 3M | -3.6% | -48.4% | +44.8% | +0.9% |
| 6M | -15.6% | -71.7% | +56.1% | -8.0% |
| YTD | -16.4% | -54.2% | +37.8% | -13.3% |
| 1Y | -14.3% | -56.0% | +41.6% | -11.1% |
| 3Y | +19.3% | -13.1% | +32.4% | +13.6% |
| 5Y | +29.6% | -35.2% | +64.8% | +22.7% |
| 10Y | +189.9% | +404.5% | -214.6% | +121.4% |
| All | +409.4% | -96.3% | +505.7% | +296.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling