+88.9%
TEM vs MLM
-6.6%
+95.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.8% | +9.8% | +9.9% |
| 7D | +5.3% | -4.1% | +9.4% | +9.9% |
| 30D | +8.1% | +8.2% | -0.1% | -1.4% |
| 3M | +64.9% | -3.6% | +68.5% | +70.3% |
| 6M | +42.1% | -15.6% | +57.7% | +66.5% |
| YTD | +28.8% | -16.4% | +45.2% | +45.1% |
| 1Y | +5.5% | -14.3% | +19.8% | +13.6% |
| All | +88.9% | -6.6% | +95.5% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling