+7,919.3%
TPR vs MLM
+2,124.6%
+5,794.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.2% | +2.2% |
| 7D | +12.6% | +9.1% | +3.5% | +7.4% |
| 30D | +7.1% | +14.6% | -7.5% | -0.6% |
| 3M | -19.4% | +0.3% | -19.6% | -19.7% |
| 6M | -9.7% | -7.5% | -2.3% | -6.6% |
| YTD | -1.0% | -10.2% | +9.2% | +3.7% |
| 1Y | +19.3% | -10.5% | +29.8% | +25.1% |
| 3Y | +379.0% | +27.8% | +351.1% | +306.2% |
| 5Y | +239.1% | +38.9% | +200.2% | +171.3% |
| 10Y | +364.0% | +211.4% | +152.6% | +133.0% |
| All | +7,919.3% | +2,124.6% | +5,794.7% | +945.1% |
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 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