+99.5%
U vs MLM
+18.7%
+80.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +6.4% |
| 7D | +36.6% | -4.1% | +40.7% | +38.5% |
| 30D | +13.3% | +8.2% | +5.1% | +7.3% |
| 3M | +26.2% | -3.6% | +29.8% | +27.2% |
| 6M | +88.7% | -15.6% | +104.3% | +103.2% |
| YTD | +16.6% | -16.4% | +33.0% | +28.6% |
| 1Y | +29.0% | -14.3% | +43.3% | +40.2% |
| 3Y | +99.5% | +19.3% | +80.2% | +66.3% |
| All | +99.5% | +18.7% | +80.8% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling