-10.5%
MLM vs TXG
+406.9%
-417.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -1.1% | +2.1% |
| 7D | +9.1% | -19.3% | +28.4% | +10.6% |
| 30D | +14.6% | -30.9% | +45.6% | +17.4% |
| 3M | +0.3% | +41.1% | -40.8% | -4.5% |
| 6M | -7.5% | +211.9% | -219.3% | -18.7% |
| YTD | -10.2% | +314.0% | -324.2% | -22.2% |
| 1Y | -10.5% | +405.4% | -415.9% | -23.5% |
| All | -10.5% | +406.9% | -417.4% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling