+677.7%
TEL vs MLM
+303.8%
+373.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.2% |
| 7D | -2.8% | -4.1% | +1.3% | -0.9% |
| 30D | -4.1% | +8.2% | -12.3% | -7.7% |
| 3M | -3.4% | -3.6% | +0.2% | -2.1% |
| 6M | -3.5% | -15.6% | +12.1% | +3.7% |
| YTD | -8.0% | -16.4% | +8.4% | -1.0% |
| 1Y | -13.7% | -14.3% | +0.6% | -8.1% |
| 3Y | +71.9% | +19.3% | +52.6% | +54.6% |
| 5Y | +40.9% | +29.6% | +11.3% | +20.6% |
| 10Y | +293.3% | +189.9% | +103.4% | +118.5% |
| All | +677.7% | +303.8% | +373.9% | +180.4% |
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