+3,070.5%
MLM vs TXT
+689.0%
+2,381.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -2.9% | -4.8% | +1.9% | -1.2% |
| 30D | -6.8% | -10.6% | +3.8% | -3.1% |
| 3M | -11.2% | -13.2% | +1.9% | -6.9% |
| 6M | -21.8% | -20.3% | -1.5% | -15.5% |
| YTD | -17.0% | -9.3% | -7.7% | -14.5% |
| 1Y | -16.4% | -2.7% | -13.7% | -16.1% |
| 3Y | +14.5% | +1.4% | +13.1% | +11.7% |
| 5Y | +41.7% | +9.6% | +32.2% | +33.8% |
| 10Y | +200.0% | +94.9% | +105.1% | +122.8% |
| All | +3,070.5% | +689.0% | +2,381.6% | +1,276.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling