-21.8%
MLM vs TLN
-6.8%
-15.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.6% | +0.6% |
| 7D | -2.9% | +7.1% | -10.0% | -3.9% |
| 30D | -6.8% | -3.9% | -2.9% | -6.3% |
| 3M | -11.2% | -16.2% | +4.9% | -9.3% |
| 6M | -21.8% | -5.8% | -16.0% | -22.0% |
| All | -21.8% | -6.8% | -15.1% | -22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling