+26.5%
MLM vs TRU
-26.5%
+53.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +9.0% | +21.3% | -12.3% | +2.3% |
| 3M | -5.6% | +0.2% | -5.8% | -6.3% |
| 6M | -10.7% | +22.4% | -33.1% | -17.1% |
| YTD | -17.2% | -4.8% | -12.3% | -17.6% |
| 1Y | -14.2% | -0.2% | -14.0% | -16.1% |
| 3Y | +15.6% | +57.9% | -42.3% | -9.0% |
| All | +26.5% | -26.5% | +53.0% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling