+7,682.4%
URI vs MLM
+2,119.1%
+5,563.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.7% | -5.9% |
| 7D | -4.3% | +9.1% | -13.5% | -9.9% |
| 30D | +4.6% | +14.6% | -10.0% | -4.7% |
| 3M | -2.1% | +0.3% | -2.4% | -2.9% |
| 6M | +21.9% | -7.5% | +29.4% | +26.4% |
| YTD | +39.7% | -10.2% | +49.9% | +47.5% |
| 1Y | +32.9% | -10.5% | +43.3% | +40.5% |
| 3Y | +155.8% | +27.8% | +128.0% | +114.7% |
| 5Y | +202.4% | +38.9% | +163.5% | +139.8% |
| 10Y | +1,517.7% | +211.4% | +1,306.3% | +665.0% |
| All | +7,682.4% | +2,119.1% | +5,563.3% | +976.1% |
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