+4,030.5%
TMO vs MLM
+2,961.7%
+1,068.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | -1.4% | -2.9% | +1.6% | -0.5% |
| 30D | +6.2% | -6.8% | +13.0% | +8.4% |
| 3M | +27.5% | -11.2% | +38.7% | +31.6% |
| 6M | +20.0% | -21.8% | +41.8% | +28.3% |
| YTD | +6.1% | -17.0% | +23.1% | +11.2% |
| 1Y | +25.8% | -16.4% | +42.2% | +31.4% |
| 3Y | +11.2% | +14.5% | -3.3% | +4.9% |
| 5Y | +9.6% | +41.7% | -32.2% | -4.0% |
| 10Y | +317.8% | +200.0% | +117.7% | +170.0% |
| All | +4,030.5% | +2,961.7% | +1,068.8% | +1,181.4% |
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