+19.6%
MLM vs TXG
+21.6%
-2.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -2.9% | +1.8% | -4.7% | -3.1% |
| 30D | -6.8% | +32.0% | -38.8% | -9.6% |
| 3M | -11.2% | +87.0% | -98.2% | -17.3% |
| 6M | -21.8% | +180.1% | -201.9% | -30.4% |
| YTD | -17.0% | +284.1% | -301.1% | -28.6% |
| 1Y | -16.4% | +361.7% | -378.0% | -30.0% |
| All | +19.6% | +21.6% | -2.0% | +13.4% |
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