+326.1%
TPR vs MLM
+199.9%
+126.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.7% |
| 7D | -2.3% | -2.9% | +0.6% | -0.5% |
| 30D | -23.0% | -6.8% | -16.1% | -19.7% |
| 3M | -12.5% | -11.2% | -1.2% | -6.7% |
| 6M | -21.4% | -21.8% | +0.4% | -9.0% |
| YTD | -3.5% | -17.0% | +13.5% | +6.7% |
| 1Y | +17.4% | -16.4% | +33.7% | +28.9% |
| 3Y | +291.3% | +14.5% | +276.8% | +240.8% |
| 5Y | +241.9% | +41.7% | +200.2% | +153.9% |
| All | +326.1% | +199.9% | +126.2% | +99.1% |
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