+189.8%
MU vs MLM
-14.5%
+204.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +7.0% | +5.5% |
| 7D | -22.0% | -4.1% | -17.9% | -20.9% |
| 30D | -36.6% | +8.2% | -44.7% | -37.5% |
| 3M | -21.7% | -3.6% | -18.1% | -20.5% |
| 6M | +3.5% | -15.6% | +19.1% | +7.9% |
| YTD | +141.9% | -16.4% | +158.4% | +129.1% |
| 1Y | +189.8% | -14.3% | +204.2% | +170.5% |
| All | +189.8% | -14.5% | +204.3% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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