+1,654.0%
UMC vs MLM
+206.1%
+1,447.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.4% | +4.2% |
| 7D | +5.0% | -2.9% | +7.9% | +5.8% |
| 30D | +7.7% | -6.8% | +14.5% | +9.9% |
| 3M | +1.7% | -11.2% | +12.9% | +4.7% |
| 6M | +113.9% | -21.8% | +135.8% | +128.9% |
| YTD | +168.9% | -17.0% | +185.9% | +180.7% |
| 1Y | +207.2% | -16.4% | +223.6% | +219.1% |
| 3Y | +227.7% | +14.5% | +213.2% | +204.2% |
| 5Y | +118.0% | +41.7% | +76.3% | +87.6% |
| All | +1,654.0% | +206.1% | +1,447.8% | +1,146.3% |
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