+98.3%
USB vs MLM
+15.1%
+83.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | +1.4% | -2.9% | +4.3% | +2.7% |
| 30D | -1.3% | -6.8% | +5.5% | +1.7% |
| 3M | +15.2% | -11.2% | +26.5% | +20.6% |
| 6M | +18.8% | -21.8% | +40.7% | +32.0% |
| YTD | +21.0% | -17.0% | +38.0% | +29.6% |
| 1Y | +34.0% | -16.4% | +50.4% | +42.6% |
| All | +98.3% | +15.1% | +83.1% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling