-27.4%
U vs MLM
+139.3%
-166.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.8% |
| 7D | +16.9% | -5.8% | +22.8% | +21.2% |
| 30D | +6.4% | +9.8% | -3.5% | -2.2% |
| 3M | +13.2% | -5.2% | +18.4% | +16.0% |
| 6M | +84.8% | -10.3% | +95.1% | +94.4% |
| YTD | +12.4% | -15.5% | +27.9% | +24.5% |
| 1Y | +19.8% | -15.0% | +34.8% | +32.1% |
| 3Y | +83.8% | +17.5% | +66.4% | +47.9% |
| 5Y | -72.7% | +30.5% | -103.3% | -81.3% |
| All | -27.4% | +139.3% | -166.6% | -56.1% |
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