+57.8%
T vs MLM
+25.7%
+32.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +2.5% | -0.9% | +3.4% | +2.7% |
| 30D | -3.8% | +9.0% | -12.8% | -4.8% |
| 3M | -8.7% | -5.6% | -3.2% | -8.2% |
| 6M | -8.1% | -10.7% | +2.6% | -7.1% |
| YTD | -6.4% | -17.2% | +10.7% | -4.9% |
| 1Y | -9.8% | -14.2% | +4.5% | -8.7% |
| 3Y | +65.5% | +15.6% | +49.9% | +57.1% |
| All | +57.8% | +25.7% | +32.1% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling