+344.9%
TRV vs MLM
+140.0%
+204.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | +0.1% | -2.0% | +2.1% | +0.7% |
| 30D | +8.0% | +9.5% | -1.5% | +4.7% |
| 3M | +9.3% | -4.7% | +14.0% | +10.8% |
| 6M | +36.2% | -10.7% | +46.9% | +40.2% |
| YTD | +40.6% | -16.6% | +57.1% | +47.1% |
| 1Y | +43.1% | -15.4% | +58.4% | +48.9% |
| 3Y | +149.6% | +15.9% | +133.7% | +128.7% |
| 5Y | +181.6% | +27.1% | +154.5% | +143.7% |
| All | +344.9% | +140.0% | +204.9% | +180.4% |
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