+11.7%
TSN vs MLM
+185.4%
-173.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | +4.6% | -4.1% | +8.7% | +5.8% |
| 30D | +15.4% | +8.2% | +7.3% | +12.8% |
| 3M | +2.9% | -3.6% | +6.5% | +3.8% |
| 6M | -10.8% | -15.6% | +4.8% | -6.9% |
| YTD | +4.5% | -16.4% | +20.9% | +8.7% |
| 1Y | +19.5% | -14.3% | +33.9% | +23.5% |
| 3Y | +42.2% | +19.3% | +22.9% | +30.3% |
| 5Y | -14.2% | +29.6% | -43.8% | -25.3% |
| All | +11.7% | +185.4% | -173.7% | -25.9% |
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