-48.5%
TE vs MLM
+93.2%
-141.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.5% | +10.5% | +10.3% |
| 7D | +18.2% | +1.4% | +16.8% | +17.3% |
| 30D | -13.5% | -6.5% | -7.0% | -10.6% |
| 3M | -44.6% | -7.4% | -37.1% | -43.2% |
| 6M | -24.7% | -15.8% | -8.9% | -19.1% |
| YTD | -24.3% | -17.4% | -6.8% | -17.9% |
| 1Y | +155.6% | -17.9% | +173.5% | +176.7% |
| 3Y | -18.3% | +18.9% | -37.1% | -21.7% |
| 5Y | -41.3% | +43.4% | -84.7% | -46.4% |
| All | -48.5% | +93.2% | -141.7% | -53.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling