+113.5%
TDG vs MLM
+23.5%
+90.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.6% |
| 7D | +4.4% | -4.1% | +8.5% | +6.6% |
| 30D | +9.2% | +8.2% | +1.0% | +4.8% |
| 3M | -5.2% | -3.6% | -1.6% | -3.6% |
| 6M | -2.9% | -15.6% | +12.6% | +5.0% |
| YTD | -10.0% | -16.4% | +6.4% | -3.3% |
| 1Y | -5.9% | -14.3% | +8.5% | -0.4% |
| 3Y | +57.6% | +19.3% | +38.3% | +33.0% |
| All | +113.5% | +23.5% | +90.0% | +68.1% |
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