-12.6%
TLT vs MLM
+138.2%
-150.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -3.1% | -0.9% | -2.2% | -3.1% |
| 30D | +1.0% | +9.0% | -8.0% | +1.3% |
| 3M | -2.7% | -5.6% | +2.8% | -2.9% |
| 6M | -4.1% | -10.7% | +6.5% | -4.5% |
| YTD | -5.4% | -17.2% | +11.8% | -5.9% |
| 1Y | -7.0% | -14.2% | +7.2% | -7.4% |
| 3Y | +2.8% | +15.6% | -12.8% | +4.4% |
| 5Y | -35.4% | +26.2% | -61.6% | -33.8% |
| All | -12.6% | +138.2% | -150.8% | -2.2% |
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