+1,643.1%
TSM vs MLM
+138.2%
+1,504.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.4% |
| 7D | +6.2% | -0.9% | +7.1% | +6.5% |
| 30D | -7.3% | +9.0% | -16.3% | -10.3% |
| 3M | -7.1% | -5.6% | -1.6% | -5.5% |
| 6M | +0.2% | -10.7% | +10.9% | +3.3% |
| YTD | +32.2% | -17.2% | +49.4% | +39.9% |
| 1Y | +42.8% | -14.2% | +57.0% | +49.0% |
| 3Y | +330.4% | +15.6% | +314.8% | +299.9% |
| 5Y | +263.9% | +26.2% | +237.7% | +222.0% |
| All | +1,643.1% | +138.2% | +1,504.8% | +1,089.6% |
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