-10.5%
MLM vs TXT
+9.2%
-19.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.6% | +2.9% |
| 7D | +9.1% | +10.6% | -1.5% | +4.3% |
| 30D | +14.6% | +14.4% | +0.2% | +8.0% |
| 3M | +0.3% | -2.7% | +3.0% | +1.1% |
| 6M | -7.5% | -4.7% | -2.8% | -6.5% |
| YTD | -10.2% | -0.5% | -9.7% | -12.6% |
| 1Y | -10.5% | +8.7% | -19.2% | -17.7% |
| All | -10.5% | +9.2% | -19.7% | -17.7% |
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