+206.1%
MLM vs TXT
+94.9%
+111.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -2.9% | -4.8% | +1.9% | -0.5% |
| 30D | -6.8% | -10.6% | +3.8% | -1.4% |
| 3M | -11.2% | -13.2% | +1.9% | -5.1% |
| 6M | -21.8% | -20.3% | -1.5% | -12.8% |
| YTD | -17.0% | -9.3% | -7.7% | -13.7% |
| 1Y | -16.4% | -2.7% | -13.7% | -16.3% |
| 3Y | +14.5% | +1.4% | +13.1% | +9.3% |
| 5Y | +41.7% | +9.6% | +32.2% | +27.7% |
| All | +206.1% | +94.9% | +111.2% | +60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling