+352.5%
TRV vs MLM
+149.0%
+203.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +1.4% | -2.9% | +4.2% | +2.3% |
| 30D | +8.7% | +10.4% | -1.7% | +5.0% |
| 3M | +7.1% | -3.7% | +10.8% | +8.1% |
| 6M | +35.5% | -10.3% | +45.8% | +39.2% |
| YTD | +39.7% | -14.8% | +54.5% | +45.2% |
| 1Y | +44.1% | -13.9% | +58.0% | +49.1% |
| 3Y | +148.1% | +18.4% | +129.7% | +125.8% |
| 5Y | +178.6% | +31.8% | +146.7% | +138.0% |
| 10Y | +352.5% | +143.4% | +209.1% | +183.9% |
| All | +352.5% | +149.0% | +203.6% | +183.9% |
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