+130.4%
TLT vs MLM
+1,778.0%
-1,647.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | -0.2% |
| 7D | +0.5% | -1.2% | +1.8% | +0.5% |
| 30D | +6.0% | +7.9% | -1.9% | +6.7% |
| 3M | -0.9% | -4.5% | +3.5% | -1.2% |
| 6M | -2.6% | -12.6% | +10.0% | -3.6% |
| YTD | -3.1% | -14.9% | +11.8% | -4.2% |
| 1Y | -4.4% | -13.1% | +8.7% | -5.2% |
| 3Y | +5.5% | +21.2% | -15.8% | +8.1% |
| 5Y | -34.7% | +32.0% | -66.7% | -32.1% |
| 10Y | -17.6% | +195.3% | -212.9% | -3.5% |
| All | +130.4% | +1,778.0% | -1,647.6% | +240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling