+92.8%
UMC vs MLM
-14.5%
+107.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.6% |
| 7D | -17.0% | -4.1% | -12.8% | -16.5% |
| 30D | -40.6% | +8.2% | -48.8% | -40.3% |
| 3M | -27.9% | -3.6% | -24.3% | -26.9% |
| 6M | -7.5% | -15.6% | +8.1% | -6.5% |
| YTD | +79.3% | -16.4% | +95.7% | +81.6% |
| 1Y | +92.8% | -14.3% | +107.1% | +94.9% |
| All | +92.8% | -14.5% | +107.3% | +94.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling