+26.4%
MLM vs TLN
+583.6%
-557.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.6% | +0.7% |
| 7D | -2.9% | +7.1% | -10.0% | -3.7% |
| 30D | -6.8% | -3.9% | -2.9% | -6.4% |
| 3M | -11.2% | -16.2% | +4.9% | -9.7% |
| 6M | -21.8% | -5.8% | -16.0% | -21.9% |
| YTD | -17.0% | -15.4% | -1.5% | -16.3% |
| 1Y | -16.4% | -16.7% | +0.3% | -15.9% |
| 3Y | +14.5% | +473.8% | -459.3% | -17.6% |
| All | +26.4% | +583.6% | -557.2% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling