+153.5%
MLM vs TKO
+1,254.1%
-1,100.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -2.1% | +1.6% |
| 7D | -3.8% | +7.8% | -11.7% | -5.2% |
| 30D | +11.0% | +12.2% | -1.2% | +8.7% |
| 3M | -3.1% | +7.5% | -10.5% | -4.4% |
| 6M | -9.8% | +7.7% | -17.5% | -11.4% |
| YTD | -14.4% | -3.3% | -11.0% | -14.3% |
| 1Y | -12.6% | +11.1% | -23.7% | -14.8% |
| 3Y | +19.7% | +141.0% | -121.3% | 0.0% |
| 5Y | +29.8% | +278.8% | -249.1% | -2.5% |
| 10Y | +153.5% | +1,186.2% | -1,032.7% | +44.5% |
| All | +153.5% | +1,254.1% | -1,100.6% | +44.5% |
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