+143.4%
MLM vs TRMB
+96.4%
+47.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -2.9% | -16.6% | +13.7% | +3.7% |
| 30D | +10.4% | -8.9% | +19.3% | +13.4% |
| 3M | -3.7% | -6.3% | +2.6% | -2.5% |
| 6M | -10.3% | -10.0% | -0.3% | -7.9% |
| YTD | -14.8% | -30.1% | +15.3% | -2.9% |
| 1Y | -13.9% | -31.3% | +17.4% | -1.3% |
| 3Y | +18.4% | +30.8% | -12.4% | -1.5% |
| 5Y | +31.8% | -35.9% | +67.7% | +48.1% |
| 10Y | +143.4% | +101.7% | +41.7% | +53.3% |
| All | +143.4% | +96.4% | +47.0% | +53.3% |
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