+181.2%
MLM vs TD
+302.2%
-121.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.5% |
| 7D | -4.1% | -1.7% | -2.4% | -2.9% |
| 30D | +8.2% | +8.2% | -0.1% | +2.5% |
| 3M | -3.6% | +1.7% | -5.3% | -4.9% |
| 6M | -15.6% | +14.2% | -29.8% | -23.4% |
| YTD | -16.4% | +32.8% | -49.2% | -31.8% |
| 1Y | -14.3% | +55.5% | -69.8% | -37.4% |
| 3Y | +19.3% | +129.6% | -110.3% | -35.4% |
| 5Y | +29.6% | +102.2% | -72.6% | -23.6% |
| All | +181.2% | +302.2% | -121.0% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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