+99.3%
UL vs MLM
+167.5%
-68.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.5% | +0.5% |
| 7D | +0.3% | -3.8% | +4.1% | +1.0% |
| 30D | +7.0% | +11.0% | -4.0% | +4.9% |
| 3M | +5.8% | -3.1% | +8.8% | +6.3% |
| 6M | +16.1% | -9.8% | +25.9% | +18.0% |
| YTD | +4.5% | -14.4% | +18.8% | +7.0% |
| 1Y | -1.3% | -12.6% | +11.3% | +0.6% |
| 3Y | +35.0% | +19.7% | +15.2% | +28.6% |
| 5Y | +31.9% | +29.8% | +2.2% | +22.0% |
| 10Y | +99.3% | +153.5% | -54.3% | +54.7% |
| All | +99.3% | +167.5% | -68.2% | +54.7% |
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 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