+209.3%
MLM vs TDY
+455.3%
-246.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -0.8% |
| 7D | -2.7% | -1.8% | -0.9% | -1.7% |
| 30D | -8.3% | -13.8% | +5.4% | -0.5% |
| 3M | -12.0% | -3.9% | -8.1% | -10.5% |
| 6M | -17.6% | -9.0% | -8.6% | -13.8% |
| YTD | -18.9% | +16.5% | -35.4% | -26.6% |
| 1Y | -17.6% | +9.3% | -26.9% | -22.9% |
| 3Y | +16.8% | +45.1% | -28.3% | -9.2% |
| 5Y | +41.0% | +35.0% | +6.0% | +13.0% |
| 10Y | +209.3% | +469.0% | -259.7% | -2.2% |
| All | +209.3% | +455.3% | -246.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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