+5,474.9%
TGT vs MLM
+2,961.7%
+2,513.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.1% |
| 7D | +0.8% | -2.9% | +3.7% | +1.7% |
| 30D | +12.2% | -6.8% | +19.0% | +14.6% |
| 3M | +33.8% | -11.2% | +45.0% | +38.4% |
| 6M | +39.3% | -21.8% | +61.1% | +49.6% |
| YTD | +72.9% | -17.0% | +89.8% | +81.5% |
| 1Y | +84.6% | -16.4% | +100.9% | +93.0% |
| 3Y | +46.2% | +14.5% | +31.7% | +36.9% |
| 5Y | -21.3% | +41.7% | -63.1% | -31.7% |
| 10Y | +213.5% | +200.0% | +13.5% | +98.5% |
| All | +5,474.9% | +2,961.7% | +2,513.2% | +1,574.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling