+62.5%
T vs MLM
+140.0%
-77.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +1.6% | -2.0% | +3.6% | +2.1% |
| 30D | -2.9% | +9.5% | -12.4% | -4.8% |
| 3M | -7.5% | -4.7% | -2.8% | -6.7% |
| 6M | -9.9% | -10.7% | +0.8% | -8.1% |
| YTD | -6.4% | -16.6% | +10.1% | -3.7% |
| 1Y | -9.4% | -15.4% | +6.0% | -7.1% |
| 3Y | +64.9% | +15.9% | +48.9% | +54.4% |
| 5Y | +57.0% | +27.1% | +29.8% | +40.7% |
| All | +62.5% | +140.0% | -77.5% | +13.9% |
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