+153.5%
MLM vs TRMB
+105.8%
+47.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.0% |
| 7D | -3.8% | -17.0% | +13.1% | +2.9% |
| 30D | +11.0% | -9.0% | +20.0% | +14.1% |
| 3M | -3.1% | -8.1% | +5.1% | -1.0% |
| 6M | -9.8% | -10.1% | +0.3% | -7.4% |
| YTD | -14.4% | -30.2% | +15.9% | -2.3% |
| 1Y | -12.6% | -30.7% | +18.1% | -0.2% |
| 3Y | +19.7% | +32.6% | -12.9% | -1.0% |
| 5Y | +29.8% | -38.1% | +67.9% | +48.3% |
| 10Y | +153.5% | +98.9% | +54.6% | +63.4% |
| All | +153.5% | +105.8% | +47.7% | +63.4% |
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