-10.5%
MLM vs TRU
+2.1%
-12.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.2% | +1.3% |
| 7D | +9.1% | +10.5% | -1.4% | +6.7% |
| 30D | +14.6% | +28.7% | -14.1% | +8.1% |
| 3M | +0.3% | +0.7% | -0.4% | -0.5% |
| 6M | -7.5% | +19.3% | -26.8% | -11.4% |
| YTD | -10.2% | -3.7% | -6.5% | -10.6% |
| 1Y | -10.5% | +3.4% | -13.9% | -13.8% |
| All | -10.5% | +2.1% | -12.6% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling