+1,733.6%
MLM vs TDY
+7,231.6%
-5,498.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.4% | -3.2% |
| 7D | -4.1% | -6.0% | +1.9% | -2.4% |
| 30D | +8.2% | +2.4% | +5.8% | +7.2% |
| 3M | -3.6% | -10.0% | +6.4% | -0.6% |
| 6M | -15.6% | -4.0% | -11.6% | -14.9% |
| YTD | -16.4% | +21.1% | -37.5% | -21.7% |
| 1Y | -14.3% | +22.1% | -36.4% | -20.0% |
| 3Y | +19.3% | +64.0% | -44.7% | +1.1% |
| 5Y | +29.6% | +38.6% | -9.0% | +15.5% |
| 10Y | +189.9% | +501.5% | -311.6% | +73.4% |
| All | +1,733.6% | +7,231.6% | -5,498.0% | +717.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling