+4,010.6%
TRV vs MLM
+2,961.7%
+1,048.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.7% |
| 7D | -0.1% | -2.9% | +2.8% | +0.8% |
| 30D | -3.4% | -6.8% | +3.4% | -1.3% |
| 3M | +26.4% | -11.2% | +37.6% | +30.6% |
| 6M | +19.3% | -21.8% | +41.1% | +28.1% |
| YTD | +28.3% | -17.0% | +45.3% | +34.5% |
| 1Y | +34.3% | -16.4% | +50.6% | +40.3% |
| 3Y | +140.1% | +14.5% | +125.7% | +123.1% |
| 5Y | +155.7% | +41.7% | +114.0% | +116.6% |
| 10Y | +285.5% | +200.0% | +85.5% | +142.2% |
| All | +4,010.6% | +2,961.7% | +1,048.9% | +1,228.5% |
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 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