+18.0%
MLM vs TRU
+59.7%
-41.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | +9.8% | +24.3% | -14.4% | +3.6% |
| 3M | -5.2% | +2.3% | -7.5% | -6.3% |
| 6M | -10.3% | +17.7% | -28.0% | -14.7% |
| YTD | -15.5% | -3.8% | -11.7% | -16.0% |
| 1Y | -15.0% | -0.3% | -14.7% | -16.4% |
| All | +18.0% | +59.7% | -41.7% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling