-15.4%
MLM vs TRU
-1.2%
-14.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -2.0% | -2.2% | +0.2% | -1.5% |
| 30D | +9.5% | +20.2% | -10.7% | +4.9% |
| 3M | -4.7% | +2.2% | -7.0% | -5.9% |
| 6M | -10.7% | +17.6% | -28.3% | -14.2% |
| YTD | -16.6% | -5.0% | -11.6% | -16.6% |
| 1Y | -15.4% | -1.0% | -14.4% | -17.1% |
| All | -15.4% | -1.2% | -14.1% | -17.1% |
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 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