+61.4%
T vs MLM
+140.5%
-79.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.6% |
| 7D | +2.0% | -5.8% | +7.8% | +3.2% |
| 30D | -1.0% | +9.8% | -10.9% | -3.0% |
| 3M | -8.1% | -5.2% | -2.9% | -7.2% |
| 6M | -8.3% | -10.3% | +2.0% | -6.5% |
| YTD | -6.1% | -15.5% | +9.4% | -3.6% |
| 1Y | -7.4% | -15.0% | +7.7% | -5.1% |
| 3Y | +65.4% | +17.5% | +48.0% | +54.5% |
| 5Y | +57.6% | +30.5% | +27.1% | +40.5% |
| 10Y | +61.4% | +145.5% | -84.1% | +12.9% |
| All | +61.4% | +140.5% | -79.1% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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