+166.0%
UMC vs MLM
+1,868.7%
-1,702.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.8% | +7.7% | +7.3% |
| 7D | +0.1% | -5.8% | +6.0% | +3.1% |
| 30D | -28.7% | +9.8% | -38.5% | -31.7% |
| 3M | -15.1% | -5.2% | -9.9% | -13.6% |
| 6M | +5.0% | -10.3% | +15.2% | +8.5% |
| YTD | +108.2% | -15.5% | +123.6% | +118.8% |
| 1Y | +121.7% | -15.0% | +136.8% | +132.2% |
| 3Y | +139.8% | +17.5% | +122.3% | +113.3% |
| 5Y | +85.1% | +30.5% | +54.6% | +54.6% |
| 10Y | +1,341.4% | +145.5% | +1,195.9% | +704.3% |
| All | +166.0% | +1,868.7% | -1,702.7% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling