+78.6%
TNA vs MLM
+206.1%
-127.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.8% |
| 7D | -0.1% | -2.9% | +2.8% | +3.9% |
| 30D | -4.9% | -6.8% | +1.9% | +4.4% |
| 3M | +0.4% | -11.2% | +11.6% | +15.0% |
| 6M | +32.5% | -21.8% | +54.4% | +82.7% |
| YTD | +53.7% | -17.0% | +70.7% | +91.9% |
| 1Y | +65.1% | -16.4% | +81.5% | +105.1% |
| 3Y | +98.4% | +14.5% | +84.0% | +71.2% |
| 5Y | -22.5% | +41.7% | -64.2% | -43.6% |
| All | +78.6% | +206.1% | -127.6% | -36.1% |
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