-27.2%
TGT vs MLM
+28.3%
-55.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | +2.6% | -2.0% | +4.6% | +3.5% |
| 30D | +6.6% | +9.5% | -2.9% | +2.7% |
| 3M | +5.2% | -4.7% | +9.9% | +7.3% |
| 6M | +35.3% | -10.7% | +46.0% | +40.9% |
| YTD | +70.3% | -16.6% | +86.9% | +80.7% |
| 1Y | +81.2% | -15.4% | +96.5% | +90.9% |
| 3Y | +66.9% | +15.9% | +51.0% | +46.9% |
| 5Y | -27.2% | +27.1% | -54.3% | -43.7% |
| All | -27.2% | +28.3% | -55.5% | -43.7% |
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