-69.4%
U vs MLM
+41.9%
-111.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -2.0% |
| 7D | -3.8% | -2.9% | -0.9% | -1.3% |
| 30D | +17.5% | -6.8% | +24.3% | +24.5% |
| 3M | +38.7% | -11.2% | +50.0% | +51.4% |
| 6M | +104.4% | -21.8% | +126.3% | +149.6% |
| YTD | -5.7% | -17.0% | +11.3% | +9.6% |
| 1Y | +3.7% | -16.4% | +20.1% | +18.4% |
| 3Y | +12.3% | +14.5% | -2.2% | -16.1% |
| All | -69.4% | +41.9% | -111.4% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling