+16.9%
TSN vs MLM
+140.5%
-123.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -0.3% | -5.8% | +5.6% | +1.4% |
| 30D | +11.8% | +9.8% | +1.9% | +8.6% |
| 3M | +7.1% | -5.2% | +12.3% | +8.6% |
| 6M | -9.2% | -10.3% | +1.1% | -6.8% |
| YTD | +4.8% | -15.5% | +20.3% | +8.8% |
| 1Y | +11.6% | -15.0% | +26.7% | +15.7% |
| 3Y | +41.5% | +17.5% | +24.1% | +30.0% |
| 5Y | -15.5% | +30.5% | -46.1% | -27.0% |
| 10Y | +16.9% | +145.5% | -128.7% | -25.8% |
| All | +16.9% | +140.5% | -123.7% | -25.8% |
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