+1,683.2%
TER vs MLM
+199.9%
+1,483.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.3% | +4.9% |
| 7D | +0.6% | -2.9% | +3.5% | +2.2% |
| 30D | -8.3% | -6.8% | -1.5% | -5.0% |
| 3M | -12.2% | -11.2% | -1.0% | -8.0% |
| 6M | +17.1% | -21.8% | +38.9% | +32.1% |
| YTD | +84.7% | -17.0% | +101.6% | +100.8% |
| 1Y | +199.9% | -16.4% | +216.3% | +224.6% |
| 3Y | +232.8% | +14.5% | +218.3% | +204.1% |
| 5Y | +198.6% | +41.7% | +156.8% | +145.1% |
| All | +1,683.2% | +199.9% | +1,483.3% | +921.0% |
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