+19.6%
MLM vs TKO
+98.5%
-78.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.4% |
| 7D | -2.9% | +0.7% | -3.7% | -3.0% |
| 30D | -6.8% | +1.6% | -8.4% | -7.1% |
| 3M | -11.2% | -7.8% | -3.5% | -10.3% |
| 6M | -21.8% | -13.3% | -8.5% | -20.5% |
| YTD | -17.0% | -10.3% | -6.7% | -16.0% |
| 1Y | -16.4% | -0.6% | -15.7% | -16.6% |
| All | +19.6% | +98.5% | -78.9% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling