+357.4%
TRV vs MLM
+167.5%
+190.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.8% |
| 7D | -0.9% | -3.8% | +2.9% | +0.4% |
| 30D | +7.2% | +11.0% | -3.8% | +3.4% |
| 3M | +3.2% | -3.1% | +6.2% | +4.0% |
| 6M | +33.6% | -9.8% | +43.4% | +37.1% |
| YTD | +37.8% | -14.4% | +52.1% | +43.0% |
| 1Y | +43.4% | -12.6% | +56.0% | +47.6% |
| 3Y | +146.7% | +19.7% | +126.9% | +123.5% |
| 5Y | +176.1% | +29.8% | +146.4% | +137.3% |
| 10Y | +357.4% | +153.5% | +203.9% | +184.9% |
| All | +357.4% | +167.5% | +190.0% | +184.9% |
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