+989.4%
TNA vs MLM
+739.4%
+249.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +5.3% |
| 7D | -7.0% | -4.1% | -2.9% | -1.0% |
| 30D | -6.4% | +8.2% | -14.6% | -16.3% |
| 3M | -25.7% | -3.6% | -22.1% | -22.2% |
| 6M | -19.7% | -15.6% | -4.2% | -1.6% |
| YTD | +18.3% | -16.4% | +34.7% | +46.3% |
| 1Y | +24.6% | -14.3% | +38.9% | +49.8% |
| 3Y | +112.8% | +19.3% | +93.5% | +73.2% |
| 5Y | -49.5% | +29.6% | -79.1% | -58.8% |
| 10Y | +76.4% | +189.9% | -113.6% | -46.5% |
| All | +989.4% | +739.4% | +249.9% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling