-65.3%
TEAM vs MLM
+23.5%
-88.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.8% | -14.3% | -15.0% |
| 7D | -19.8% | -4.1% | -15.7% | -17.7% |
| 30D | -21.5% | +8.2% | -29.7% | -25.7% |
| 3M | +39.5% | -3.6% | +43.1% | +41.9% |
| 6M | +73.1% | -15.6% | +88.6% | +89.5% |
| YTD | -5.2% | -16.4% | +11.2% | +1.4% |
| 1Y | -1.6% | -14.3% | +12.8% | +2.9% |
| 3Y | -11.4% | +19.3% | -30.8% | -35.6% |
| All | -65.3% | +23.5% | -88.8% | -76.5% |
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