+1,034.6%
T vs MLM
+3,210.3%
-2,175.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.6% |
| 7D | +5.5% | +9.1% | -3.7% | +3.5% |
| 30D | -8.9% | +14.6% | -23.6% | -11.5% |
| 3M | -5.6% | +0.3% | -5.9% | -5.7% |
| 6M | -14.3% | -7.5% | -6.8% | -13.2% |
| YTD | -7.9% | -10.2% | +2.3% | -6.6% |
| 1Y | -6.4% | -10.5% | +4.1% | -5.1% |
| 3Y | +59.8% | +27.8% | +32.0% | +48.0% |
| 5Y | +55.3% | +38.9% | +16.4% | +38.9% |
| 10Y | +58.3% | +211.4% | -153.1% | +13.1% |
| All | +1,034.6% | +3,210.3% | -2,175.7% | +387.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling