+30.5%
MLM vs TCOM
+43.1%
-12.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.6% |
| 3M | -5.2% | -5.6% | +0.4% | -4.8% |
| 6M | -10.3% | -16.5% | +6.2% | -9.0% |
| YTD | -15.5% | -39.4% | +23.9% | -11.9% |
| 1Y | -15.0% | -41.0% | +25.9% | -11.3% |
| 3Y | +17.5% | +29.2% | -11.8% | +11.8% |
| 5Y | +30.5% | +41.6% | -11.1% | +24.0% |
| All | +30.5% | +43.1% | -12.5% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling