+995.4%
TER vs MLM
+138.2%
+857.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.0% |
| 7D | +14.4% | -0.9% | +15.2% | +15.0% |
| 30D | -30.6% | +9.0% | -39.6% | -34.0% |
| 3M | -39.2% | -5.6% | -33.6% | -37.6% |
| 6M | -31.3% | -10.7% | -20.6% | -28.4% |
| YTD | +29.1% | -17.2% | +46.2% | +40.2% |
| 1Y | +47.4% | -14.2% | +61.7% | +57.3% |
| 3Y | +191.2% | +15.6% | +175.6% | +163.7% |
| 5Y | +74.0% | +26.2% | +47.8% | +48.9% |
| All | +995.4% | +138.2% | +857.2% | +546.1% |
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