+460.1%
TEAM vs MLM
+185.4%
+274.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.8% | -14.3% | -15.5% |
| 7D | -19.8% | -4.1% | -15.7% | -18.6% |
| 30D | -21.5% | +8.2% | -29.7% | -23.8% |
| 3M | +39.5% | -3.6% | +43.1% | +40.9% |
| 6M | +73.1% | -15.6% | +88.6% | +82.0% |
| YTD | -5.2% | -16.4% | +11.2% | -1.2% |
| 1Y | -1.6% | -14.3% | +12.8% | +1.6% |
| 3Y | -11.4% | +19.3% | -30.8% | -19.8% |
| 5Y | -65.1% | +29.6% | -94.7% | -69.6% |
| All | +460.1% | +185.4% | +274.6% | +310.3% |
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 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