-80.5%
TE vs MLM
+93.8%
-174.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | -19.1% | -0.9% | -18.2% | -18.7% |
| 30D | -34.1% | +9.0% | -43.2% | -36.8% |
| 3M | -60.1% | -5.6% | -54.6% | -59.0% |
| 6M | -66.0% | -10.7% | -55.3% | -64.2% |
| YTD | -71.4% | -17.2% | -54.2% | -69.0% |
| 1Y | -45.3% | -14.2% | -31.1% | -41.7% |
| 3Y | +9.1% | +15.6% | -6.5% | +5.7% |
| 5Y | -82.6% | +26.2% | -108.8% | -84.0% |
| All | -80.5% | +93.8% | -174.4% | -82.5% |
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