+209.3%
MLM vs TKO
+958.6%
-749.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.4% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | -8.3% | +0.9% | -9.2% | -8.5% |
| 3M | -12.0% | -6.2% | -5.8% | -11.1% |
| 6M | -17.6% | -5.6% | -12.0% | -17.1% |
| YTD | -18.9% | -7.8% | -11.0% | -18.1% |
| 1Y | -17.6% | -1.2% | -16.4% | -18.0% |
| 3Y | +16.8% | +106.5% | -89.7% | -0.1% |
| 5Y | +41.0% | +310.4% | -269.3% | +4.0% |
| 10Y | +209.3% | +987.5% | -778.2% | +66.7% |
| All | +209.3% | +958.6% | -749.3% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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