+224.0%
TRI vs MLM
+140.5%
+83.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -7.2% | -5.8% | -1.3% | -5.9% |
| 30D | +4.4% | +9.8% | -5.4% | +2.2% |
| 3M | +4.5% | -5.2% | +9.7% | +5.6% |
| 6M | +23.7% | -10.3% | +34.0% | +26.4% |
| YTD | -14.4% | -15.5% | +1.1% | -12.0% |
| 1Y | -17.4% | -15.0% | -2.3% | -15.2% |
| 3Y | -11.0% | +17.5% | -28.5% | -16.7% |
| 5Y | +0.7% | +30.5% | -29.9% | -9.8% |
| 10Y | +224.0% | +145.5% | +78.5% | +137.1% |
| All | +224.0% | +140.5% | +83.5% | +137.1% |
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 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