+77.9%
TEM vs MLM
-7.4%
+85.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -4.9% | -4.9% |
| 7D | -5.9% | -0.9% | -5.0% | -4.7% |
| 30D | +4.8% | +9.0% | -4.2% | -4.9% |
| 3M | +31.9% | -5.6% | +37.4% | +39.4% |
| 6M | +56.0% | -10.7% | +66.7% | +69.0% |
| YTD | +21.3% | -17.2% | +38.4% | +38.3% |
| 1Y | +5.4% | -14.2% | +19.6% | +12.9% |
| All | +77.9% | -7.4% | +85.3% | +83.6% |
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