+1,733.6%
MLM vs TKO
+1,411.9%
+321.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | -4.1% | +5.7% | -9.8% | -5.2% |
| 30D | +8.2% | +6.9% | +1.3% | +6.8% |
| 3M | -3.6% | +2.4% | -6.0% | -4.1% |
| 6M | -15.6% | +1.1% | -16.6% | -16.1% |
| YTD | -16.4% | -7.5% | -8.9% | -15.6% |
| 1Y | -14.3% | +7.2% | -21.5% | -16.1% |
| 3Y | +19.3% | +131.3% | -112.0% | -1.5% |
| 5Y | +29.6% | +250.8% | -221.3% | -3.4% |
| 10Y | +189.9% | +1,146.6% | -956.7% | +55.1% |
| All | +1,733.6% | +1,411.9% | +321.7% | +610.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling