+1,410.4%
TSM vs MLM
+185.4%
+1,225.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.2% | +7.0% |
| 7D | -7.6% | -4.1% | -3.4% | -6.1% |
| 30D | -20.5% | +8.2% | -28.7% | -22.8% |
| 3M | -10.0% | -3.6% | -6.4% | -9.1% |
| 6M | -10.1% | -15.6% | +5.5% | -5.4% |
| YTD | +24.5% | -16.4% | +40.9% | +31.1% |
| 1Y | +31.2% | -14.3% | +45.5% | +36.8% |
| 3Y | +322.0% | +19.3% | +302.7% | +289.1% |
| 5Y | +245.3% | +29.6% | +215.7% | +204.5% |
| All | +1,410.4% | +185.4% | +1,225.0% | +984.5% |
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 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