+683.8%
TEL vs MLM
+301.1%
+382.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | +3.0% | -2.9% | +5.9% | +4.2% |
| 30D | -3.9% | -6.8% | +2.9% | -0.8% |
| 3M | -5.1% | -11.2% | +6.1% | -0.2% |
| 6M | +0.6% | -21.8% | +22.4% | +12.4% |
| YTD | -7.3% | -17.0% | +9.7% | +0.3% |
| 1Y | +1.1% | -16.4% | +17.5% | +8.9% |
| 3Y | +63.7% | +14.5% | +49.2% | +50.1% |
| 5Y | +50.7% | +41.7% | +8.9% | +23.9% |
| 10Y | +290.2% | +200.0% | +90.1% | +113.6% |
| All | +683.8% | +301.1% | +382.7% | +184.1% |
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 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