+44.3%
UPS vs MLM
+167.5%
-123.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.7% |
| 7D | +1.1% | -3.8% | +5.0% | +2.4% |
| 30D | +17.3% | +11.0% | +6.3% | +13.5% |
| 3M | +7.9% | -3.1% | +10.9% | +8.8% |
| 6M | +13.7% | -9.8% | +23.5% | +16.9% |
| YTD | +17.2% | -14.4% | +31.5% | +22.1% |
| 1Y | +23.2% | -12.6% | +35.8% | +27.5% |
| 3Y | -5.9% | +19.7% | -25.6% | -12.7% |
| 5Y | -33.1% | +29.8% | -62.8% | -40.5% |
| 10Y | +44.3% | +153.5% | -109.2% | +2.6% |
| All | +44.3% | +167.5% | -123.1% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling