-13.7%
TEL vs MLM
-14.5%
+0.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.2% |
| 7D | -2.8% | -4.1% | +1.3% | -0.7% |
| 30D | -4.1% | +8.2% | -12.3% | -7.9% |
| 3M | -3.4% | -3.6% | +0.2% | -1.5% |
| 6M | -3.5% | -15.6% | +12.1% | +5.2% |
| YTD | -8.0% | -16.4% | +8.4% | -3.3% |
| 1Y | -13.7% | -14.3% | +0.6% | -11.3% |
| All | -13.7% | -14.5% | +0.8% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling