+5.6%
TEAM vs MLM
+20.9%
-15.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.2% | +1.7% | -2.0% |
| 7D | -10.2% | -1.2% | -9.0% | -9.9% |
| 30D | -5.5% | +7.9% | -13.4% | -7.9% |
| 3M | +61.7% | -4.5% | +66.2% | +63.7% |
| 6M | +98.5% | -12.6% | +111.1% | +104.8% |
| YTD | +13.0% | -14.9% | +27.9% | +15.7% |
| 1Y | +13.5% | -13.1% | +26.6% | +14.7% |
| All | +5.6% | +20.9% | -15.3% | -17.3% |
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