+1,528.0%
UL vs MLM
+2,961.7%
-1,433.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -1.3% | -2.9% | +1.6% | -0.8% |
| 30D | +0.5% | -6.8% | +7.3% | +1.9% |
| 3M | +17.6% | -11.2% | +28.8% | +20.2% |
| 6M | -5.4% | -21.8% | +16.5% | -0.9% |
| YTD | +0.7% | -17.0% | +17.7% | +4.0% |
| 1Y | -9.3% | -16.4% | +7.1% | -6.5% |
| 3Y | +24.5% | +14.5% | +10.1% | +19.2% |
| 5Y | +23.2% | +41.7% | -18.5% | +11.6% |
| 10Y | +64.5% | +200.0% | -135.6% | +21.5% |
| All | +1,528.0% | +2,961.7% | -1,433.7% | +693.0% |
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