+109.8%
TEM vs MLM
-4.3%
+114.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.5% | +8.6% | +8.5% |
| 7D | +7.6% | -3.8% | +11.4% | +12.0% |
| 30D | +19.0% | +11.0% | +8.0% | +5.9% |
| 3M | +62.2% | -3.1% | +65.3% | +66.8% |
| 6M | +69.4% | -9.8% | +79.1% | +82.9% |
| YTD | +43.0% | -14.4% | +57.4% | +57.3% |
| 1Y | +18.0% | -12.6% | +30.6% | +25.0% |
| All | +109.8% | -4.3% | +114.1% | +108.9% |
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