-19.0%
USAR vs MLM
+14.2%
-33.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | -20.9% | +9.0% | -30.0% | -23.0% |
| 3M | -56.2% | -5.6% | -50.6% | -55.5% |
| 6M | -67.9% | -10.7% | -57.2% | -67.3% |
| YTD | -31.4% | -17.2% | -14.3% | -29.1% |
| 1Y | -45.1% | -14.2% | -30.8% | -43.3% |
| 3Y | -20.3% | +15.6% | -35.9% | -15.6% |
| All | -19.0% | +14.2% | -33.1% | -14.2% |
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