+13,634.3%
TSM vs MLM
+1,956.0%
+11,678.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.7% | +2.4% |
| 7D | +2.7% | -2.9% | +5.6% | +3.9% |
| 30D | +3.6% | -6.8% | +10.4% | +6.3% |
| 3M | -3.4% | -11.2% | +7.9% | +0.3% |
| 6M | +20.6% | -21.8% | +42.5% | +31.6% |
| YTD | +41.9% | -17.0% | +58.8% | +50.8% |
| 1Y | +84.4% | -16.4% | +100.7% | +95.0% |
| 3Y | +380.2% | +14.5% | +365.7% | +346.3% |
| 5Y | +275.3% | +41.7% | +233.6% | +216.9% |
| 10Y | +1,751.4% | +200.0% | +1,551.3% | +970.5% |
| All | +13,634.3% | +1,956.0% | +11,678.3% | +1,786.5% |
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 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