+299.4%
TPR vs MLM
+15.1%
+284.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -2.3% | -2.9% | +0.6% | -1.0% |
| 30D | -23.0% | -6.8% | -16.1% | -20.5% |
| 3M | -12.5% | -11.2% | -1.2% | -8.2% |
| 6M | -21.4% | -21.8% | +0.4% | -12.4% |
| YTD | -3.5% | -17.0% | +13.5% | +4.0% |
| 1Y | +17.4% | -16.4% | +33.7% | +25.9% |
| All | +299.4% | +15.1% | +284.3% | +282.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling