-68.4%
U vs MLM
+23.5%
-92.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +7.1% |
| 7D | +36.6% | -4.1% | +40.7% | +40.4% |
| 30D | +13.3% | +8.2% | +5.1% | +3.6% |
| 3M | +26.2% | -3.6% | +29.8% | +27.9% |
| 6M | +88.7% | -15.6% | +104.3% | +112.5% |
| YTD | +16.6% | -16.4% | +33.0% | +32.7% |
| 1Y | +29.0% | -14.3% | +43.3% | +43.0% |
| 3Y | +99.5% | +19.3% | +80.2% | +37.1% |
| All | -68.4% | +23.5% | -92.0% | -82.1% |
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 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