+67.7%
T vs MLM
+41.9%
+25.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.1% | -2.1% |
| 7D | -1.3% | -2.9% | +1.6% | -0.9% |
| 30D | +11.4% | -6.8% | +18.2% | +12.3% |
| 3M | +14.3% | -11.2% | +25.5% | +15.8% |
| 6M | -9.3% | -21.8% | +12.6% | -6.7% |
| YTD | +7.1% | -17.0% | +24.1% | +8.9% |
| 1Y | -9.1% | -16.4% | +7.3% | -7.7% |
| 3Y | +105.3% | +14.5% | +90.9% | +95.5% |
| All | +67.7% | +41.9% | +25.7% | +45.8% |
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