+55.7%
T vs MLM
+27.9%
+27.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.5% |
| 7D | +1.7% | -3.8% | +5.5% | +2.2% |
| 30D | -1.7% | +11.0% | -12.7% | -3.0% |
| 3M | -7.3% | -3.1% | -4.3% | -7.1% |
| 6M | -11.2% | -9.8% | -1.4% | -10.3% |
| YTD | -8.1% | -14.4% | +6.3% | -6.9% |
| 1Y | -8.0% | -12.6% | +4.5% | -7.2% |
| 3Y | +62.1% | +19.7% | +42.4% | +53.3% |
| 5Y | +55.7% | +29.8% | +25.9% | +37.1% |
| All | +55.7% | +27.9% | +27.8% | +37.1% |
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