+333.8%
TMO vs MLM
+203.1%
+130.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | -0.5% | -2.7% | +2.3% | +0.2% |
| 30D | +1.0% | -8.3% | +9.3% | +3.1% |
| 3M | +22.7% | -12.0% | +34.7% | +26.2% |
| 6M | +19.0% | -17.6% | +36.6% | +24.3% |
| YTD | +4.7% | -18.9% | +23.6% | +9.5% |
| 1Y | +26.0% | -17.6% | +43.7% | +31.2% |
| 3Y | +18.0% | +16.8% | +1.2% | +12.5% |
| 5Y | +8.0% | +41.0% | -33.0% | -2.2% |
| 10Y | +333.8% | +209.3% | +124.5% | +231.7% |
| All | +333.8% | +203.1% | +130.7% | +231.7% |
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