-15.6%
MLM vs TRU
+18.3%
-33.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.3% |
| 7D | -4.1% | +5.7% | -9.8% | -5.5% |
| 30D | +8.2% | +29.2% | -21.1% | +1.1% |
| 3M | -3.6% | +2.7% | -6.2% | -5.2% |
| 6M | -15.6% | +15.2% | -30.8% | -18.3% |
| All | -15.6% | +18.3% | -33.8% | -18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling