+568.1%
TRI vs MLM
+1,668.1%
-1,100.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.6% | -5.8% |
| 7D | -0.5% | -2.9% | +2.4% | +0.2% |
| 30D | +7.9% | -6.8% | +14.7% | +9.9% |
| 3M | +24.1% | -11.2% | +35.3% | +28.0% |
| 6M | +3.8% | -21.8% | +25.7% | +10.3% |
| YTD | -16.9% | -17.0% | +0.1% | -13.5% |
| 1Y | -38.4% | -16.4% | -22.0% | -36.1% |
| 3Y | -12.2% | +14.5% | -26.7% | -18.0% |
| 5Y | -1.8% | +41.7% | -43.5% | -15.1% |
| 10Y | +207.6% | +200.0% | +7.6% | +98.6% |
| All | +568.1% | +1,668.1% | -1,100.1% | +135.0% |
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