-12.3%
TLT vs MLM
+149.0%
-161.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -0.3% | -2.9% | +2.6% | -0.4% |
| 30D | +3.7% | +10.4% | -6.7% | +4.1% |
| 3M | -0.7% | -3.7% | +3.1% | -0.8% |
| 6M | -4.2% | -10.3% | +6.1% | -4.5% |
| YTD | -4.0% | -14.8% | +10.8% | -4.5% |
| 1Y | -5.8% | -13.9% | +8.0% | -6.3% |
| 3Y | +4.1% | +18.4% | -14.3% | +5.8% |
| 5Y | -34.8% | +31.8% | -66.6% | -33.1% |
| 10Y | -12.3% | +143.4% | -155.8% | -1.9% |
| All | -12.3% | +149.0% | -161.3% | -1.9% |
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 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