+1,082.0%
UMC vs MLM
+185.4%
+896.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.1% |
| 7D | -17.0% | -4.1% | -12.8% | -15.8% |
| 30D | -40.6% | +8.2% | -48.8% | -42.0% |
| 3M | -27.9% | -3.6% | -24.3% | -27.3% |
| 6M | -7.5% | -15.6% | +8.1% | -3.4% |
| YTD | +79.3% | -16.4% | +95.7% | +86.5% |
| 1Y | +92.8% | -14.3% | +107.1% | +98.8% |
| 3Y | +108.2% | +19.3% | +88.8% | +90.7% |
| 5Y | +68.4% | +29.6% | +38.9% | +47.9% |
| All | +1,082.0% | +185.4% | +896.6% | +766.4% |
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