+227.0%
UPS vs MLM
+1,684.7%
-1,457.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -2.9% | -2.9% | 0.0% | -2.1% |
| 30D | -3.5% | -6.8% | +3.3% | -1.6% |
| 3M | -5.7% | -11.2% | +5.5% | -2.8% |
| 6M | -4.4% | -21.8% | +17.5% | +2.1% |
| YTD | +8.0% | -17.0% | +25.0% | +13.2% |
| 1Y | +29.0% | -16.4% | +45.4% | +34.7% |
| 3Y | -27.7% | +14.5% | -42.2% | -31.6% |
| 5Y | -34.3% | +41.7% | -76.1% | -42.0% |
| 10Y | +37.8% | +200.0% | -162.3% | -6.0% |
| All | +227.0% | +1,684.7% | -1,457.7% | +23.6% |
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