+53.4%
T vs MLM
+23.5%
+29.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.6% |
| 7D | +1.0% | -4.1% | +5.1% | +1.5% |
| 30D | -10.6% | +8.2% | -18.8% | -11.5% |
| 3M | -7.7% | -3.6% | -4.2% | -7.4% |
| 6M | -13.3% | -15.6% | +2.2% | -11.7% |
| YTD | -8.8% | -16.4% | +7.7% | -7.4% |
| 1Y | -8.4% | -14.3% | +5.9% | -7.3% |
| 3Y | +59.6% | +19.3% | +40.3% | +50.8% |
| All | +53.4% | +23.5% | +29.9% | +36.1% |
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 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