+29.0%
MLM vs TPG
+92.2%
-63.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | -2.9% | -2.4% | -0.5% | -2.1% |
| 30D | -6.8% | +11.1% | -17.9% | -10.1% |
| 3M | -11.2% | +26.3% | -37.5% | -18.0% |
| 6M | -21.8% | +18.3% | -40.2% | -26.7% |
| YTD | -17.0% | -14.4% | -2.5% | -13.7% |
| 1Y | -16.4% | -6.7% | -9.6% | -16.0% |
| 3Y | +14.5% | +111.5% | -97.0% | -18.4% |
| All | +29.0% | +92.2% | -63.2% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling