+772.8%
TEAM vs MLM
+285.5%
+487.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.2% | +1.7% | -1.7% |
| 7D | -10.2% | -1.2% | -9.0% | -9.9% |
| 30D | -5.5% | +7.9% | -13.4% | -8.3% |
| 3M | +61.7% | -4.5% | +66.2% | +63.8% |
| 6M | +98.5% | -12.6% | +111.1% | +106.1% |
| YTD | +13.0% | -14.9% | +27.9% | +17.1% |
| 1Y | +13.5% | -13.1% | +26.6% | +16.6% |
| 3Y | +3.6% | +21.2% | -17.6% | -6.9% |
| 5Y | -58.4% | +32.0% | -90.4% | -64.0% |
| 10Y | +581.4% | +195.3% | +386.0% | +347.4% |
| All | +772.8% | +285.5% | +487.3% | +325.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling