+33.1%
MLM vs TPG
+81.4%
-48.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.3% | +0.2% |
| 7D | -3.8% | +3.1% | -6.9% | -4.8% |
| 30D | +11.0% | +9.7% | +1.3% | +7.6% |
| 3M | -3.1% | +2.5% | -5.5% | -4.3% |
| 6M | -9.8% | +14.0% | -23.8% | -14.3% |
| YTD | -14.4% | -19.3% | +4.9% | -9.5% |
| 1Y | -12.6% | -5.8% | -6.8% | -12.6% |
| 3Y | +19.7% | +80.1% | -60.4% | -9.7% |
| All | +33.1% | +81.4% | -48.3% | -4.9% |
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