+181.2%
MLM vs TCOM
+3.1%
+178.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | -4.1% | +12.1% | -16.2% | -5.7% |
| 30D | +8.2% | +16.5% | -8.3% | +5.8% |
| 3M | -3.6% | -4.0% | +0.5% | -3.1% |
| 6M | -15.6% | -18.5% | +3.0% | -13.4% |
| YTD | -16.4% | -38.3% | +21.9% | -11.1% |
| 1Y | -14.3% | -36.6% | +22.3% | -9.3% |
| 3Y | +19.3% | +31.1% | -11.8% | +9.4% |
| 5Y | +29.6% | +47.6% | -18.0% | +11.2% |
| All | +181.2% | +3.1% | +178.1% | +135.8% |
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