+18.9%
MLM vs TDY
+47.5%
-28.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +1.4% | -0.9% | +2.3% | +1.8% |
| 30D | -6.5% | -12.5% | +6.0% | -1.3% |
| 3M | -7.4% | -1.2% | -6.2% | -7.4% |
| 6M | -15.8% | -6.6% | -9.2% | -13.9% |
| YTD | -17.4% | +18.5% | -35.9% | -23.7% |
| 1Y | -17.9% | +10.8% | -28.7% | -22.0% |
| 3Y | +18.9% | +47.5% | -28.6% | +2.9% |
| All | +18.9% | +47.5% | -28.6% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling