+43.5%
MLM vs TRU
-33.8%
+77.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +7.1% | +3.0% |
| 7D | -2.9% | -6.8% | +3.9% | -0.8% |
| 30D | -6.8% | 0.0% | -6.9% | -7.0% |
| 3M | -11.2% | +13.3% | -24.5% | -15.1% |
| 6M | -21.8% | +3.4% | -25.3% | -23.4% |
| YTD | -17.0% | -6.4% | -10.6% | -16.6% |
| 1Y | -16.4% | -9.7% | -6.7% | -15.5% |
| 3Y | +14.5% | +0.1% | +14.3% | +8.5% |
| All | +43.5% | -33.8% | +77.3% | +65.6% |
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