-7.4%
TLT vs MLM
-16.0%
+8.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | -2.7% | -2.0% | -0.7% | -2.4% |
| 30D | +2.2% | +9.5% | -7.4% | +0.8% |
| 3M | -1.7% | -4.7% | +3.0% | -1.3% |
| 6M | -4.0% | -10.7% | +6.8% | -3.0% |
| YTD | -4.9% | -16.6% | +11.6% | -3.8% |
| 1Y | -7.4% | -15.4% | +8.0% | -6.6% |
| All | -7.4% | -16.0% | +8.6% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling