+256.1%
TPR vs MLM
+23.5%
+232.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | 0.0% |
| 7D | +14.2% | -4.1% | +18.3% | +16.6% |
| 30D | +17.1% | +8.2% | +8.9% | +11.4% |
| 3M | -17.7% | -3.6% | -14.1% | -16.5% |
| 6M | -10.2% | -15.6% | +5.4% | -2.0% |
| YTD | +4.9% | -16.4% | +21.3% | +14.4% |
| 1Y | +36.1% | -14.3% | +50.5% | +46.1% |
| 3Y | +416.5% | +19.3% | +397.1% | +332.2% |
| All | +256.1% | +23.5% | +232.6% | +186.9% |
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