+19.3%
MLM vs TXG
+49.6%
-30.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.0% |
| 7D | -4.1% | -15.4% | +11.3% | -2.8% |
| 30D | +8.2% | -22.1% | +30.3% | +10.1% |
| 3M | -3.6% | +30.0% | -33.6% | -7.4% |
| 6M | -15.6% | +160.7% | -176.2% | -24.8% |
| YTD | -16.4% | +263.5% | -279.9% | -28.5% |
| 1Y | -14.3% | +356.0% | -370.3% | -28.7% |
| 3Y | +19.3% | +53.4% | -34.1% | +9.3% |
| All | +19.3% | +49.6% | -30.3% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling