-50.3%
TEAM vs MLM
+41.9%
-92.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.8% | -3.3% |
| 7D | -0.4% | -2.9% | +2.5% | +1.3% |
| 30D | +67.3% | -6.8% | +74.1% | +75.0% |
| 3M | +86.8% | -11.2% | +98.0% | +99.3% |
| 6M | +146.8% | -21.8% | +168.7% | +182.6% |
| YTD | +16.9% | -17.0% | +33.9% | +26.2% |
| 1Y | +12.8% | -16.4% | +29.2% | +20.6% |
| 3Y | -7.3% | +14.5% | -21.7% | -28.0% |
| All | -50.3% | +41.9% | -92.3% | -67.1% |
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