-24.8%
U vs MLM
+142.4%
-167.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -1.9% |
| 7D | +32.3% | -3.8% | +36.2% | +35.1% |
| 30D | +9.7% | +11.0% | -1.3% | +0.1% |
| 3M | +19.6% | -3.1% | +22.7% | +20.5% |
| 6M | +82.6% | -9.8% | +92.4% | +91.5% |
| YTD | +16.4% | -14.4% | +30.8% | +27.7% |
| 1Y | +28.5% | -12.6% | +41.0% | +38.6% |
| 3Y | +103.8% | +19.7% | +84.0% | +61.6% |
| 5Y | -70.0% | +29.8% | -99.8% | -79.6% |
| All | -24.8% | +142.4% | -167.2% | -54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling