-34.7%
TLT vs MLM
+30.6%
-65.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.6% |
| 7D | +0.5% | -1.2% | +1.8% | +0.6% |
| 30D | +6.0% | +7.9% | -1.9% | +5.3% |
| 3M | -0.9% | -4.5% | +3.5% | -0.7% |
| 6M | -2.6% | -12.6% | +10.0% | -1.8% |
| YTD | -3.1% | -14.9% | +11.8% | -2.3% |
| 1Y | -4.4% | -13.1% | +8.7% | -3.7% |
| 3Y | +5.5% | +21.2% | -15.8% | +3.9% |
| 5Y | -34.7% | +32.0% | -66.7% | -36.7% |
| All | -34.7% | +30.6% | -65.3% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling