+88.8%
UAL vs MLM
+190.7%
-102.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.2% | +0.6% | -0.7% |
| 7D | +5.0% | -1.2% | +6.2% | +6.1% |
| 30D | -1.2% | +7.9% | -9.2% | -6.8% |
| 3M | -16.8% | -4.5% | -12.3% | -14.1% |
| 6M | +18.0% | -12.6% | +30.6% | +29.8% |
| YTD | -1.2% | -14.9% | +13.7% | +10.7% |
| 1Y | +14.3% | -13.1% | +27.4% | +26.0% |
| 3Y | +194.6% | +21.2% | +173.3% | +153.6% |
| 5Y | +109.6% | +32.0% | +77.6% | +67.1% |
| All | +88.8% | +190.7% | -102.0% | -8.2% |
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