+67.6%
UBER vs MLM
+150.2%
-82.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +1.6% | -0.9% | +2.5% | +2.1% |
| 30D | +0.6% | +9.0% | -8.4% | -4.3% |
| 3M | -8.2% | -5.6% | -2.6% | -5.5% |
| 6M | -6.7% | -10.7% | +4.0% | -1.9% |
| YTD | -14.7% | -17.2% | +2.4% | -7.5% |
| 1Y | -24.1% | -14.2% | -9.8% | -19.5% |
| 3Y | +33.4% | +15.6% | +17.8% | +15.2% |
| 5Y | +54.5% | +26.2% | +28.2% | +24.6% |
| All | +67.6% | +150.2% | -82.5% | -26.5% |
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