-34.5%
UPS vs MLM
+23.5%
-58.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.6% | -1.7% |
| 7D | 0.0% | -4.1% | +4.2% | +1.8% |
| 30D | +17.3% | +8.2% | +9.2% | +13.7% |
| 3M | +6.6% | -3.6% | +10.2% | +8.0% |
| 6M | +12.0% | -15.6% | +27.6% | +19.1% |
| YTD | +14.4% | -16.4% | +30.8% | +21.6% |
| 1Y | +23.3% | -14.3% | +37.7% | +29.6% |
| 3Y | -9.6% | +19.3% | -28.9% | -20.2% |
| All | -34.5% | +23.5% | -58.0% | -44.4% |
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