+251.3%
UAL vs MLM
+611.1%
-359.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.7% |
| 7D | +0.7% | -2.9% | +3.6% | +2.9% |
| 30D | -16.1% | -6.8% | -9.3% | -11.7% |
| 3M | +6.1% | -11.2% | +17.4% | +15.2% |
| 6M | +10.8% | -21.8% | +32.7% | +32.7% |
| YTD | -0.4% | -17.0% | +16.6% | +13.6% |
| 1Y | +5.0% | -16.4% | +21.4% | +19.0% |
| 3Y | +124.0% | +14.5% | +109.5% | +101.7% |
| 5Y | +141.0% | +41.7% | +99.2% | +83.1% |
| 10Y | +118.0% | +200.0% | -82.0% | -7.8% |
| All | +251.3% | +611.1% | -359.7% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling