-16.6%
TLT vs MLM
+185.4%
-202.0%
-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 | +0.1% | -3.6% | +3.6% | -0.1% |
| 6M | -3.0% | -15.6% | +12.6% | -3.6% |
| YTD | -2.7% | -16.4% | +13.7% | -3.4% |
| 1Y | -4.8% | -14.3% | +9.5% | -5.3% |
| 3Y | +6.9% | +19.3% | -12.4% | +8.9% |
| 5Y | -34.5% | +29.6% | -64.0% | -32.6% |
| All | -16.6% | +185.4% | -202.0% | -1.3% |
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