+65.0%
UBER vs MLM
+152.4%
-87.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | +0.7% |
| 7D | +5.1% | -4.1% | +9.2% | +7.6% |
| 30D | +0.2% | +8.2% | -8.0% | -4.3% |
| 3M | -2.7% | -3.6% | +0.9% | -0.9% |
| 6M | -13.4% | -15.6% | +2.2% | -5.9% |
| YTD | -16.1% | -16.4% | +0.4% | -9.4% |
| 1Y | -25.5% | -14.3% | -11.2% | -21.0% |
| 3Y | +42.5% | +19.3% | +23.2% | +20.7% |
| 5Y | +45.3% | +29.6% | +15.8% | +15.5% |
| All | +65.0% | +152.4% | -87.4% | -28.0% |
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