-21.7%
TLT vs MLM
+199.9%
-221.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.2% |
| 7D | -0.4% | -2.9% | +2.5% | -0.5% |
| 30D | -0.6% | -6.8% | +6.3% | -0.8% |
| 3M | -2.7% | -11.2% | +8.5% | -3.1% |
| 6M | -5.6% | -21.8% | +16.2% | -6.6% |
| YTD | -2.8% | -17.0% | +14.2% | -3.4% |
| 1Y | -1.4% | -16.4% | +14.9% | -2.0% |
| 3Y | -1.6% | +14.5% | -16.1% | -0.1% |
| 5Y | -33.8% | +41.7% | -75.6% | -31.3% |
| All | -21.7% | +199.9% | -221.6% | -11.2% |
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