+129.1%
UMC vs MLM
+1,846.2%
-1,717.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.3% |
| 7D | -17.0% | -4.1% | -12.8% | -15.2% |
| 30D | -40.6% | +8.2% | -48.8% | -42.7% |
| 3M | -27.9% | -3.6% | -24.3% | -27.1% |
| 6M | -7.5% | -15.6% | +8.1% | -1.8% |
| YTD | +79.3% | -16.4% | +95.7% | +89.4% |
| 1Y | +92.8% | -14.3% | +107.1% | +101.1% |
| 3Y | +108.2% | +19.3% | +88.8% | +83.7% |
| 5Y | +68.4% | +29.6% | +38.9% | +41.2% |
| 10Y | +1,107.7% | +189.9% | +917.8% | +514.8% |
| All | +129.1% | +1,846.2% | -1,717.1% | -73.7% |
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