+11,237.1%
TSM vs MLM
+2,008.1%
+9,229.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -5.2% | -5.6% | -8.8% |
| 7D | -18.2% | -1.2% | -17.0% | -17.8% |
| 30D | -26.8% | +7.9% | -34.7% | -29.1% |
| 3M | -14.5% | -4.5% | -10.0% | -13.3% |
| 6M | -10.0% | -12.6% | +2.6% | -6.3% |
| YTD | +17.1% | -14.9% | +32.0% | +22.9% |
| 1Y | +21.5% | -13.1% | +34.6% | +26.5% |
| 3Y | +300.4% | +21.2% | +279.1% | +263.8% |
| 5Y | +224.7% | +32.0% | +192.7% | +181.5% |
| 10Y | +1,372.7% | +195.3% | +1,177.3% | +757.2% |
| All | +11,237.1% | +2,008.1% | +9,229.0% | +1,438.2% |
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 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