-3.2%
TEAM vs MLM
-14.6%
+11.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.6% |
| 7D | -19.7% | -5.8% | -13.9% | -19.7% |
| 30D | -26.6% | +9.8% | -36.5% | -26.7% |
| 3M | -1.1% | -5.2% | +4.1% | -0.8% |
| 6M | +74.6% | -10.3% | +84.9% | +71.4% |
| YTD | -6.0% | -15.5% | +9.5% | -7.7% |
| 1Y | -3.2% | -15.0% | +11.8% | -5.7% |
| All | -3.2% | -14.6% | +11.3% | -5.7% |
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