+255.0%
UPS vs MLM
+1,730.0%
-1,475.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.3% | -1.4% |
| 7D | +3.5% | -1.2% | +4.7% | +3.8% |
| 30D | +19.3% | +7.9% | +11.3% | +16.7% |
| 3M | +4.7% | -4.5% | +9.2% | +6.0% |
| 6M | +17.0% | -12.6% | +29.6% | +21.0% |
| YTD | +17.3% | -14.9% | +32.1% | +21.9% |
| 1Y | +27.4% | -13.1% | +40.4% | +31.6% |
| 3Y | -7.7% | +21.2% | -28.9% | -14.0% |
| 5Y | -32.4% | +32.0% | -64.5% | -39.1% |
| 10Y | +53.3% | +195.3% | -142.1% | +5.0% |
| All | +255.0% | +1,730.0% | -1,475.0% | +33.1% |
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