-81.0%
TE vs MLM
+29.9%
-110.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.1% |
| 7D | -26.9% | -2.9% | -24.0% | -24.5% |
| 30D | -38.9% | +10.4% | -49.4% | -44.5% |
| 3M | -61.0% | -3.7% | -57.3% | -59.6% |
| 6M | -66.4% | -10.3% | -56.1% | -63.5% |
| YTD | -69.0% | -14.8% | -54.2% | -65.2% |
| 1Y | -54.0% | -13.9% | -40.1% | -49.0% |
| 3Y | +38.0% | +18.4% | +19.6% | +12.6% |
| 5Y | -81.0% | +31.8% | -112.8% | -85.4% |
| All | -81.0% | +29.9% | -110.9% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling