+153.5%
MLM vs TRU
+172.9%
-19.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.6% |
| 7D | -3.8% | +4.9% | -8.7% | -5.6% |
| 30D | +11.0% | +26.9% | -15.9% | +1.0% |
| 3M | -3.1% | +4.0% | -7.1% | -5.3% |
| 6M | -9.8% | +15.8% | -25.6% | -16.0% |
| YTD | -14.4% | -2.6% | -11.8% | -15.9% |
| 1Y | -12.6% | +3.9% | -16.4% | -16.4% |
| 3Y | +19.7% | +59.2% | -39.5% | -10.4% |
| 5Y | +29.8% | -25.7% | +55.4% | +33.0% |
| 10Y | +153.5% | +179.3% | -25.8% | +78.3% |
| All | +153.5% | +172.9% | -19.4% | +78.3% |
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