-40.7%
TRI vs MLM
-17.1%
-23.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.5% |
| 7D | -7.1% | +1.4% | -8.5% | -7.2% |
| 30D | -2.3% | -6.5% | +4.2% | -2.0% |
| 3M | +19.6% | -7.4% | +27.0% | +20.5% |
| 6M | -8.7% | -15.8% | +7.1% | -9.2% |
| YTD | -22.3% | -17.4% | -4.8% | -23.6% |
| 1Y | -40.7% | -17.9% | -22.8% | -42.3% |
| All | -40.7% | -17.1% | -23.6% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling