+138.8%
MLM vs TRMB
+102.3%
+36.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -0.9% | +2.8% | -3.7% | -2.1% |
| 30D | +9.0% | -5.9% | +14.9% | +10.4% |
| 3M | -5.6% | -3.3% | -2.3% | -5.7% |
| 6M | -10.7% | +1.3% | -12.0% | -13.0% |
| YTD | -17.2% | -29.0% | +11.8% | -6.2% |
| 1Y | -14.2% | -27.8% | +13.5% | -3.8% |
| 3Y | +15.6% | +36.3% | -20.7% | -5.6% |
| 5Y | +26.2% | -35.8% | +62.1% | +41.9% |
| All | +138.8% | +102.3% | +36.4% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling