-20.8%
TNA vs MLM
+41.9%
-62.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -1.0% |
| 7D | -0.1% | -2.9% | +2.8% | +4.4% |
| 30D | -4.9% | -6.8% | +1.9% | +5.6% |
| 3M | +0.4% | -11.2% | +11.6% | +16.4% |
| 6M | +32.5% | -21.8% | +54.4% | +90.1% |
| YTD | +53.7% | -17.0% | +70.7% | +94.9% |
| 1Y | +65.1% | -16.4% | +81.5% | +107.4% |
| 3Y | +98.4% | +14.5% | +84.0% | +55.4% |
| All | -20.8% | +41.9% | -62.8% | -51.1% |
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 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