+143.4%
MLM vs TCOM
+3.0%
+140.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.9% | +6.5% | -9.4% | -3.8% |
| 30D | +10.4% | +13.3% | -2.9% | +8.4% |
| 3M | -3.7% | -6.5% | +2.7% | -2.9% |
| 6M | -10.3% | -16.3% | +6.1% | -8.3% |
| YTD | -14.8% | -38.7% | +23.9% | -9.2% |
| 1Y | -13.9% | -40.1% | +26.2% | -7.9% |
| 3Y | +18.4% | +30.6% | -12.2% | +8.4% |
| 5Y | +31.8% | +45.8% | -14.0% | +13.0% |
| 10Y | +143.4% | +8.1% | +135.3% | +97.5% |
| All | +143.4% | +3.0% | +140.4% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling