+0.8%
TFC vs MLM
+25.7%
-24.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.6% |
| 7D | +2.3% | -0.9% | +3.1% | +2.7% |
| 30D | +10.8% | +9.0% | +1.8% | +5.6% |
| 3M | -3.8% | -5.6% | +1.8% | -1.1% |
| 6M | +9.6% | -10.7% | +20.3% | +15.0% |
| YTD | +5.8% | -17.2% | +22.9% | +14.8% |
| 1Y | +16.2% | -14.2% | +30.4% | +23.4% |
| 3Y | +96.0% | +15.6% | +80.4% | +70.6% |
| All | +0.8% | +25.7% | -24.9% | -20.3% |
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