+1,641.8%
TSM vs MLM
+140.5%
+1,501.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.0% | +4.5% |
| 7D | +4.4% | -5.8% | +10.3% | +6.9% |
| 30D | -7.0% | +9.8% | -16.8% | -10.3% |
| 3M | -1.8% | -5.2% | +3.4% | -0.2% |
| 6M | +2.7% | -10.3% | +13.0% | +5.7% |
| YTD | +37.1% | -15.5% | +52.6% | +43.9% |
| 1Y | +43.5% | -15.0% | +58.5% | +50.3% |
| 3Y | +341.5% | +17.5% | +324.0% | +307.9% |
| 5Y | +278.9% | +30.5% | +248.3% | +231.4% |
| 10Y | +1,641.8% | +145.5% | +1,496.3% | +1,079.1% |
| All | +1,641.8% | +140.5% | +1,501.3% | +1,079.1% |
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