+28.3%
MLM vs TPG
+85.9%
-57.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.5% |
| 7D | +1.4% | -2.9% | +4.3% | +2.3% |
| 30D | -6.5% | +5.0% | -11.6% | -8.2% |
| 3M | -7.4% | +24.9% | -32.3% | -14.2% |
| 6M | -15.8% | +21.1% | -36.9% | -21.7% |
| YTD | -17.4% | -17.3% | -0.2% | -13.2% |
| 1Y | -17.9% | -9.8% | -8.1% | -16.7% |
| 3Y | +18.9% | +95.4% | -76.5% | -12.9% |
| All | +28.3% | +85.9% | -57.6% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 5y: compounded portfolio wealth divided by compounded TPG 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…
5y analysis · Full analysis span regression · 6 months rolling