-7.4%
T vs MLM
-12.9%
+5.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | +2.6% | -2.9% | +5.4% | +2.8% |
| 30D | -1.1% | +10.4% | -11.5% | -1.7% |
| 3M | -7.7% | -3.7% | -4.0% | -7.9% |
| 6M | -10.6% | -10.3% | -0.4% | -10.5% |
| YTD | -7.5% | -14.8% | +7.3% | -8.8% |
| 1Y | -7.4% | -13.9% | +6.5% | -9.1% |
| All | -7.4% | -12.9% | +5.5% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling