+1,340.7%
URI vs MLM
+185.4%
+1,155.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +3.0% | +2.6% |
| 7D | -9.8% | -4.1% | -5.7% | -6.8% |
| 30D | +1.7% | +8.2% | -6.4% | -4.8% |
| 3M | -9.1% | -3.6% | -5.5% | -6.9% |
| 6M | +9.9% | -15.6% | +25.4% | +23.3% |
| YTD | +31.2% | -16.4% | +47.6% | +47.9% |
| 1Y | +25.9% | -14.3% | +40.3% | +39.1% |
| 3Y | +147.4% | +19.3% | +128.1% | +107.6% |
| 5Y | +179.7% | +29.6% | +150.2% | +116.2% |
| All | +1,340.7% | +185.4% | +1,155.3% | +432.0% |
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