+220.1%
TRI vs MLM
+167.5%
+52.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.5% | -6.3% | -4.4% |
| 7D | -11.4% | -3.8% | -7.6% | -10.6% |
| 30D | +4.9% | +11.0% | -6.1% | +2.5% |
| 3M | +7.0% | -3.1% | +10.1% | +7.7% |
| 6M | +18.2% | -9.8% | +28.0% | +20.6% |
| YTD | -14.8% | -14.4% | -0.4% | -12.6% |
| 1Y | -18.0% | -12.6% | -5.4% | -16.3% |
| 3Y | -12.0% | +19.7% | -31.7% | -18.0% |
| 5Y | -0.8% | +29.8% | -30.6% | -11.0% |
| 10Y | +220.1% | +153.5% | +66.6% | +133.3% |
| All | +220.1% | +167.5% | +52.7% | +133.3% |
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