+611.6%
TRI vs MLM
+1,679.7%
-1,068.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.8% | -2.9% | -4.2% |
| 7D | -4.8% | -4.1% | -0.7% | -3.6% |
| 30D | +13.4% | +8.2% | +5.2% | +11.0% |
| 3M | +13.1% | -3.6% | +16.7% | +14.1% |
| 6M | +24.4% | -15.6% | +40.0% | +29.8% |
| YTD | -11.4% | -16.4% | +5.0% | -8.1% |
| 1Y | -15.6% | -14.3% | -1.2% | -13.0% |
| 3Y | -6.5% | +19.3% | -25.8% | -13.6% |
| 5Y | +5.3% | +29.6% | -24.3% | -6.5% |
| 10Y | +239.9% | +189.9% | +50.0% | +121.9% |
| All | +611.6% | +1,679.7% | -1,068.1% | +149.7% |
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