+1,598.5%
TSM vs MLM
+149.0%
+1,449.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -2.1% | -2.9% | +0.8% | -0.9% |
| 30D | -12.5% | +10.4% | -23.0% | -15.8% |
| 3M | -5.0% | -3.7% | -1.3% | -4.0% |
| 6M | -3.2% | -10.3% | +7.0% | -0.4% |
| YTD | +31.5% | -14.8% | +46.3% | +37.7% |
| 1Y | +35.7% | -13.9% | +49.6% | +41.5% |
| 3Y | +323.5% | +18.4% | +305.1% | +290.2% |
| 5Y | +263.4% | +31.8% | +231.6% | +216.9% |
| 10Y | +1,598.5% | +143.4% | +1,455.1% | +1,043.2% |
| All | +1,598.5% | +149.0% | +1,449.5% | +1,043.2% |
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 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