+1,617.0%
UL vs MLM
+3,039.4%
-1,422.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.3% | +2.2% |
| 7D | +5.5% | -1.2% | +6.7% | +5.7% |
| 30D | +11.4% | +7.9% | +3.4% | +9.6% |
| 3M | +6.0% | -4.5% | +10.4% | +6.8% |
| 6M | +18.0% | -12.6% | +30.6% | +20.8% |
| YTD | +6.2% | -14.9% | +21.1% | +9.1% |
| 1Y | +1.5% | -13.1% | +14.6% | +3.8% |
| 3Y | +39.8% | +21.2% | +18.6% | +32.4% |
| 5Y | +34.3% | +32.0% | +2.3% | +23.4% |
| 10Y | +102.6% | +195.3% | -92.7% | +50.2% |
| All | +1,617.0% | +3,039.4% | -1,422.4% | +731.5% |
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 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