+1,001.8%
TER vs MLM
+167.5%
+834.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.5% | +10.3% | +11.4% |
| 7D | -5.8% | -3.8% | -1.9% | -3.5% |
| 30D | -38.9% | +11.0% | -49.9% | -42.4% |
| 3M | -35.1% | -3.1% | -32.1% | -34.4% |
| 6M | -31.6% | -9.8% | -21.8% | -29.0% |
| YTD | +27.2% | -14.4% | +41.6% | +35.9% |
| 1Y | +35.2% | -12.6% | +47.8% | +42.9% |
| 3Y | +192.8% | +19.7% | +173.1% | +160.6% |
| 5Y | +72.4% | +29.8% | +42.7% | +45.5% |
| 10Y | +1,001.8% | +153.5% | +848.3% | +538.5% |
| All | +1,001.8% | +167.5% | +834.4% | +538.5% |
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