-16.9%
TLT vs MLM
+185.4%
-202.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.1% |
| 7D | +0.1% | -4.1% | +4.2% | 0.0% |
| 30D | +6.2% | +8.2% | -2.0% | +6.5% |
| 3M | -0.3% | -3.6% | +3.2% | -0.5% |
| 6M | -3.4% | -15.6% | +12.2% | -4.0% |
| YTD | -3.1% | -16.4% | +13.3% | -3.8% |
| 1Y | -5.2% | -14.3% | +9.1% | -5.7% |
| 3Y | +6.5% | +19.3% | -12.8% | +8.5% |
| 5Y | -34.7% | +29.6% | -64.3% | -32.9% |
| All | -16.9% | +185.4% | -202.3% | -1.7% |
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 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