+286.1%
MLM vs TRU
+238.0%
+48.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +7.1% | +3.4% |
| 7D | -2.9% | -6.8% | +3.9% | -0.5% |
| 30D | -6.8% | 0.0% | -6.9% | -7.1% |
| 3M | -11.2% | +13.3% | -24.5% | -15.9% |
| 6M | -21.8% | +3.4% | -25.3% | -23.8% |
| YTD | -17.0% | -6.4% | -10.6% | -16.7% |
| 1Y | -16.4% | -9.7% | -6.7% | -15.6% |
| 3Y | +14.5% | +0.1% | +14.3% | +4.4% |
| 5Y | +41.7% | -34.0% | +75.8% | +52.6% |
| 10Y | +200.0% | +147.9% | +52.2% | +94.1% |
| All | +286.1% | +238.0% | +48.1% | +128.3% |
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 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