+151.8%
TER vs MLM
+18.7%
+133.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.6% |
| 7D | -20.5% | -4.1% | -16.3% | -18.5% |
| 30D | -47.0% | +8.2% | -55.2% | -49.5% |
| 3M | -43.3% | -3.6% | -39.7% | -42.3% |
| 6M | -42.9% | -15.6% | -27.3% | -37.6% |
| YTD | +12.9% | -16.4% | +29.3% | +22.9% |
| 1Y | +18.2% | -14.3% | +32.5% | +26.6% |
| 3Y | +151.8% | +19.3% | +132.5% | +97.9% |
| All | +151.8% | +18.7% | +133.1% | +97.9% |
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