-21.4%
USAR vs MLM
+17.4%
-38.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.4% |
| 7D | -9.1% | -2.9% | -6.2% | -8.2% |
| 30D | -36.9% | +10.4% | -47.4% | -38.8% |
| 3M | -58.4% | -3.7% | -54.7% | -58.0% |
| 6M | -70.6% | -10.3% | -60.4% | -70.1% |
| YTD | -33.4% | -14.8% | -18.6% | -31.7% |
| 1Y | -54.0% | -13.9% | -40.2% | -52.8% |
| 3Y | -22.7% | +18.4% | -41.0% | -18.7% |
| All | -21.4% | +17.4% | -38.8% | -17.4% |
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