+203.4%
URI vs MLM
+41.9%
+161.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.7% |
| 7D | -2.0% | -2.9% | +0.9% | +0.2% |
| 30D | -12.9% | -6.8% | -6.1% | -8.2% |
| 3M | -6.7% | -11.2% | +4.5% | +1.0% |
| 6M | +19.0% | -21.8% | +40.8% | +43.0% |
| YTD | +25.5% | -17.0% | +42.5% | +42.6% |
| 1Y | +5.5% | -16.4% | +21.9% | +18.9% |
| 3Y | +111.3% | +14.5% | +96.8% | +82.5% |
| All | +203.4% | +41.9% | +161.5% | +116.4% |
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