+122.5%
UMC vs MLM
+41.9%
+80.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.4% | +4.1% |
| 7D | +5.0% | -2.9% | +7.9% | +6.1% |
| 30D | +7.7% | -6.8% | +14.5% | +10.6% |
| 3M | +1.7% | -11.2% | +12.9% | +5.7% |
| 6M | +113.9% | -21.8% | +135.8% | +134.2% |
| YTD | +168.9% | -17.0% | +185.9% | +183.7% |
| 1Y | +207.2% | -16.4% | +223.6% | +221.5% |
| 3Y | +227.7% | +14.5% | +213.2% | +183.5% |
| All | +122.5% | +41.9% | +80.6% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling