+148.1%
TRV vs MLM
+15.7%
+132.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +2.0% | -0.9% | +2.9% | +2.2% |
| 30D | +6.7% | +9.0% | -2.3% | +4.7% |
| 3M | +9.4% | -5.6% | +14.9% | +10.6% |
| 6M | +37.7% | -10.7% | +48.4% | +40.5% |
| YTD | +40.6% | -17.2% | +57.7% | +45.3% |
| 1Y | +42.4% | -14.2% | +56.7% | +45.5% |
| 3Y | +148.1% | +15.6% | +132.5% | +141.5% |
| All | +148.1% | +15.7% | +132.5% | +141.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling