+194.4%
TRI vs MLM
+203.1%
-8.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.4% |
| 7D | -8.4% | -2.7% | -5.7% | -7.8% |
| 30D | -6.5% | -8.3% | +1.9% | -4.6% |
| 3M | +18.6% | -12.0% | +30.5% | +22.0% |
| 6M | -10.4% | -17.6% | +7.2% | -6.9% |
| YTD | -23.7% | -18.9% | -4.8% | -20.7% |
| 1Y | -42.5% | -17.6% | -24.8% | -40.5% |
| 3Y | -19.3% | +16.8% | -36.1% | -24.4% |
| 5Y | -9.7% | +41.0% | -50.7% | -20.4% |
| 10Y | +194.4% | +209.3% | -14.9% | +102.9% |
| All | +194.4% | +203.1% | -8.6% | +102.9% |
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 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