+26.1%
MLM vs TLN
+710.8%
-684.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.4% |
| 7D | -0.9% | +11.0% | -11.9% | -2.0% |
| 30D | +9.0% | +4.9% | +4.1% | +8.2% |
| 3M | -5.6% | +4.9% | -10.5% | -6.6% |
| 6M | -10.7% | +7.1% | -17.8% | -12.2% |
| YTD | -17.2% | +0.3% | -17.5% | -18.6% |
| 1Y | -14.2% | +5.9% | -20.1% | -16.4% |
| 3Y | +15.6% | +578.5% | -562.9% | -19.0% |
| All | +26.1% | +710.8% | -684.7% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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