+13,823.5%
TDG vs MLM
+550.0%
+13,273.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.6% | +0.7% |
| 7D | +0.4% | -3.8% | +4.3% | +2.1% |
| 30D | +10.0% | +11.0% | -1.0% | +5.0% |
| 3M | -0.5% | -3.1% | +2.5% | +0.7% |
| 6M | +0.3% | -9.8% | +10.1% | +4.3% |
| YTD | -8.3% | -14.4% | +6.0% | -3.2% |
| 1Y | -5.1% | -12.6% | +7.4% | -0.8% |
| 3Y | +46.5% | +19.7% | +26.8% | +31.3% |
| 5Y | +114.1% | +29.8% | +84.3% | +83.3% |
| 10Y | +555.9% | +153.5% | +402.4% | +307.4% |
| All | +13,823.5% | +550.0% | +13,273.4% | +4,919.3% |
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