+75.0%
TEM vs MLM
-4.9%
+79.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.2% | -1.7% | -1.5% |
| 7D | -9.5% | -1.2% | -8.3% | -8.4% |
| 30D | -2.2% | +7.9% | -10.1% | -10.3% |
| 3M | +50.8% | -4.5% | +55.3% | +57.7% |
| 6M | +30.3% | -12.6% | +42.9% | +46.7% |
| YTD | +19.3% | -14.9% | +34.1% | +32.0% |
| 1Y | -14.4% | -13.1% | -1.3% | -8.7% |
| All | +75.0% | -4.9% | +79.8% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling