+134.2%
UMC vs MLM
+15.7%
+118.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +11.2% | -0.9% | +12.1% | +11.4% |
| 30D | -28.0% | +9.0% | -37.1% | -29.2% |
| 3M | -20.5% | -5.6% | -15.0% | -19.2% |
| 6M | -1.6% | -10.7% | +9.1% | +0.8% |
| YTD | +99.4% | -17.2% | +116.5% | +105.8% |
| 1Y | +120.4% | -14.2% | +134.6% | +124.3% |
| 3Y | +134.2% | +15.6% | +118.6% | +96.0% |
| All | +134.2% | +15.7% | +118.6% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling