+18.0%
MLM vs TCOM
+26.8%
-8.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -5.8% | +2.2% | -8.0% | -6.0% |
| 30D | +9.8% | +12.5% | -2.7% | +8.9% |
| 3M | -5.2% | -5.6% | +0.4% | -4.9% |
| 6M | -10.3% | -16.5% | +6.2% | -9.5% |
| YTD | -15.5% | -39.4% | +23.9% | -13.0% |
| 1Y | -15.0% | -41.0% | +25.9% | -12.5% |
| All | +18.0% | +26.8% | -8.8% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling