+4,313.3%
TRV vs MLM
+2,981.8%
+1,331.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.3% |
| 7D | -0.3% | -4.1% | +3.9% | +1.1% |
| 30D | +9.6% | +8.2% | +1.4% | +6.8% |
| 3M | +2.7% | -3.6% | +6.3% | +3.7% |
| 6M | +32.0% | -15.6% | +47.6% | +38.2% |
| YTD | +37.8% | -16.4% | +54.2% | +43.9% |
| 1Y | +45.2% | -14.3% | +59.6% | +50.4% |
| 3Y | +145.3% | +19.3% | +125.9% | +125.0% |
| 5Y | +172.3% | +29.6% | +142.7% | +137.9% |
| 10Y | +367.3% | +189.9% | +177.4% | +197.1% |
| All | +4,313.3% | +2,981.8% | +1,331.5% | +1,321.2% |
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