+378.7%
TMO vs MLM
+149.0%
+229.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +2.8% | -2.9% | +5.7% | +3.6% |
| 30D | +9.1% | +10.4% | -1.3% | +6.4% |
| 3M | +19.9% | -3.7% | +23.6% | +20.8% |
| 6M | +54.7% | -10.3% | +65.0% | +58.2% |
| YTD | +24.3% | -14.8% | +39.1% | +28.3% |
| 1Y | +25.0% | -13.9% | +38.9% | +28.7% |
| 3Y | +61.7% | +18.4% | +43.3% | +53.4% |
| 5Y | +16.2% | +31.8% | -15.6% | +5.7% |
| 10Y | +378.7% | +143.4% | +235.2% | +270.7% |
| All | +378.7% | +149.0% | +229.7% | +270.7% |
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 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