+82.2%
UBER vs MLM
+150.8%
-68.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | -3.9% | -2.9% | -1.0% | -2.3% |
| 30D | +11.1% | -6.8% | +17.9% | +15.6% |
| 3M | +4.9% | -11.2% | +16.2% | +11.4% |
| 6M | -1.2% | -21.8% | +20.7% | +12.2% |
| YTD | -7.3% | -17.0% | +9.7% | +0.7% |
| 1Y | -17.6% | -16.4% | -1.3% | -11.3% |
| 3Y | +61.1% | +14.5% | +46.6% | +40.1% |
| 5Y | +87.9% | +41.7% | +46.1% | +42.0% |
| All | +82.2% | +150.8% | -68.5% | -20.0% |
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