-33.2%
UPS vs MLM
+30.7%
-63.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.6% |
| 7D | -1.6% | -5.8% | +4.2% | +0.8% |
| 30D | +17.9% | +9.8% | +8.1% | +13.5% |
| 3M | +9.4% | -5.2% | +14.6% | +11.6% |
| 6M | +16.2% | -10.3% | +26.5% | +20.5% |
| YTD | +18.8% | -15.5% | +34.2% | +25.7% |
| 1Y | +26.1% | -15.0% | +41.1% | +33.1% |
| 3Y | -4.5% | +17.5% | -21.9% | -15.0% |
| 5Y | -33.2% | +30.5% | -63.8% | -44.5% |
| All | -33.2% | +30.7% | -63.9% | -44.5% |
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