+113.1%
MLM vs TXG
+20.5%
+92.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.7% | -7.3% | +1.3% |
| 7D | -3.8% | +5.5% | -9.4% | -4.6% |
| 30D | +11.0% | -19.3% | +30.3% | +13.2% |
| 3M | -3.1% | +25.0% | -28.1% | -7.3% |
| 6M | -9.8% | +201.2% | -210.9% | -23.7% |
| YTD | -14.4% | +298.8% | -313.2% | -30.8% |
| 1Y | -12.6% | +326.6% | -339.1% | -30.3% |
| 3Y | +19.7% | +78.3% | -58.6% | +1.9% |
| 5Y | +29.8% | -61.3% | +91.1% | +24.8% |
| All | +113.1% | +20.5% | +92.7% | +68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling