-45.3%
TE vs MLM
-16.0%
-29.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.6% |
| 7D | -19.1% | -0.9% | -18.2% | -18.6% |
| 30D | -34.1% | +9.0% | -43.2% | -37.0% |
| 3M | -60.1% | -5.6% | -54.6% | -58.5% |
| 6M | -66.0% | -10.7% | -55.3% | -65.2% |
| YTD | -71.4% | -17.2% | -54.2% | -68.2% |
| 1Y | -45.3% | -14.2% | -31.1% | -36.4% |
| All | -45.3% | -16.0% | -29.3% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling