+294.7%
TEL vs MLM
+167.5%
+127.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +4.4% |
| 7D | +0.6% | -3.8% | +4.4% | +2.6% |
| 30D | +0.2% | +11.0% | -10.8% | -5.0% |
| 3M | +1.5% | -3.1% | +4.6% | +2.8% |
| 6M | +6.9% | -9.8% | +16.7% | +11.7% |
| YTD | -2.8% | -14.4% | +11.6% | +3.9% |
| 1Y | -8.8% | -12.6% | +3.8% | -3.5% |
| 3Y | +84.3% | +19.7% | +64.5% | +63.6% |
| 5Y | +46.8% | +29.8% | +17.0% | +23.0% |
| 10Y | +294.7% | +153.5% | +141.2% | +126.2% |
| All | +294.7% | +167.5% | +127.3% | +126.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling