-76.0%
TE vs MLM
+95.5%
-171.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.4% |
| 7D | -12.6% | -4.1% | -8.5% | -10.7% |
| 30D | -36.7% | +8.2% | -44.9% | -39.0% |
| 3M | -57.5% | -3.6% | -53.9% | -56.6% |
| 6M | -55.2% | -15.6% | -39.7% | -51.8% |
| YTD | -64.7% | -16.4% | -48.2% | -61.9% |
| 1Y | -35.9% | -14.3% | -21.5% | -31.5% |
| 3Y | -31.8% | +19.3% | -51.1% | -34.8% |
| 5Y | -79.4% | +29.6% | -109.0% | -81.3% |
| All | -76.0% | +95.5% | -171.5% | -78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling