-26.3%
USAR vs MLM
+17.3%
-43.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.2% | -4.4% | -8.0% |
| 7D | -29.5% | -1.2% | -28.2% | -29.2% |
| 30D | -46.0% | +7.9% | -53.9% | -47.2% |
| 3M | -56.8% | -4.5% | -52.3% | -56.3% |
| 6M | -72.9% | -12.6% | -60.3% | -72.3% |
| YTD | -37.6% | -14.9% | -22.8% | -36.0% |
| 1Y | -56.0% | -13.1% | -42.9% | -54.9% |
| 3Y | -27.5% | +21.2% | -48.8% | -23.8% |
| All | -26.3% | +17.3% | -43.6% | -22.6% |
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