+63.7%
TNA vs MLM
+167.5%
-103.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.5% | +7.1% | +6.2% |
| 7D | +2.3% | -3.8% | +6.1% | +8.7% |
| 30D | +1.4% | +11.0% | -9.6% | -12.1% |
| 3M | -21.1% | -3.1% | -18.0% | -17.9% |
| 6M | -9.4% | -9.8% | +0.4% | +1.5% |
| YTD | +29.6% | -14.4% | +44.0% | +55.2% |
| 1Y | +34.6% | -12.6% | +47.2% | +57.4% |
| 3Y | +155.9% | +19.7% | +136.1% | +107.6% |
| 5Y | -44.2% | +29.8% | -73.9% | -54.9% |
| 10Y | +63.7% | +153.5% | -89.8% | -33.6% |
| All | +63.7% | +167.5% | -103.8% | -33.6% |
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