+145.5%
MLM vs TRU
+186.2%
-40.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | +9.8% | +24.3% | -14.4% | +0.8% |
| 3M | -5.2% | +2.3% | -7.5% | -6.8% |
| 6M | -10.3% | +17.7% | -28.0% | -17.0% |
| YTD | -15.5% | -3.8% | -11.7% | -16.6% |
| 1Y | -15.0% | -0.3% | -14.7% | -17.5% |
| 3Y | +17.5% | +58.4% | -41.0% | -12.1% |
| 5Y | +30.5% | -24.0% | +54.5% | +32.2% |
| 10Y | +145.5% | +187.9% | -42.4% | +63.1% |
| All | +145.5% | +186.2% | -40.7% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling