-16.4%
MLM vs TXT
-1.0%
-15.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -2.9% | -4.8% | +1.9% | -0.8% |
| 30D | -6.8% | -10.6% | +3.8% | -2.2% |
| 3M | -11.2% | -13.2% | +1.9% | -6.2% |
| 6M | -21.8% | -20.3% | -1.5% | -14.7% |
| YTD | -17.0% | -9.3% | -7.7% | -15.0% |
| 1Y | -16.4% | -2.7% | -13.7% | -18.4% |
| All | -16.4% | -1.0% | -15.4% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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