+288.6%
MLM vs TRU
+243.5%
+45.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.1% |
| 7D | -4.1% | +5.7% | -9.8% | -6.1% |
| 30D | +8.2% | +29.2% | -21.1% | -2.2% |
| 3M | -3.6% | +2.7% | -6.2% | -5.4% |
| 6M | -15.6% | +15.2% | -30.8% | -21.2% |
| YTD | -16.4% | -4.9% | -11.6% | -17.2% |
| 1Y | -14.3% | +3.4% | -17.8% | -18.0% |
| 3Y | +19.3% | +63.2% | -43.9% | -11.2% |
| 5Y | +29.6% | -26.6% | +56.2% | +32.4% |
| 10Y | +189.9% | +172.8% | +17.1% | +80.1% |
| All | +288.6% | +243.5% | +45.1% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling