+38.5%
TNA vs MLM
-11.4%
+49.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +2.3% |
| 7D | +2.4% | +9.1% | -6.7% | -5.4% |
| 30D | -0.9% | +14.6% | -15.5% | -12.5% |
| 3M | -19.2% | +0.3% | -19.5% | -19.4% |
| 6M | -0.8% | -7.5% | +6.6% | +6.0% |
| YTD | +33.2% | -10.2% | +43.4% | +36.8% |
| 1Y | +38.5% | -10.5% | +49.0% | +43.5% |
| All | +38.5% | -11.4% | +49.9% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling