-27.8%
TE vs MLM
+15.1%
-42.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.2% |
| 7D | -4.0% | -2.9% | -1.1% | -1.3% |
| 30D | -15.9% | -6.8% | -9.1% | -10.0% |
| 3M | -60.5% | -11.2% | -49.3% | -57.1% |
| 6M | -35.2% | -21.8% | -13.4% | -20.1% |
| YTD | -31.1% | -17.0% | -14.2% | -21.3% |
| 1Y | +148.6% | -16.4% | +165.0% | +177.0% |
| All | -27.8% | +15.1% | -42.9% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling