-45.3%
TNA vs MLM
+25.7%
-71.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | +0.1% |
| 7D | +3.7% | -0.9% | +4.6% | +5.4% |
| 30D | +4.4% | +9.0% | -4.6% | -8.7% |
| 3M | -26.7% | -5.6% | -21.1% | -20.1% |
| 6M | -12.8% | -10.7% | -2.1% | -0.2% |
| YTD | +22.7% | -17.2% | +39.8% | +56.1% |
| 1Y | +35.7% | -14.2% | +49.9% | +63.2% |
| 3Y | +134.6% | +15.6% | +119.0% | +77.5% |
| All | -45.3% | +25.7% | -71.0% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling