-12.2%
TSN vs MLM
+199.9%
-212.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -6.3% | -2.9% | -3.4% | -5.5% |
| 30D | -10.8% | -6.8% | -4.0% | -9.0% |
| 3M | -8.8% | -11.2% | +2.5% | -5.9% |
| 6M | -16.8% | -21.8% | +5.0% | -11.2% |
| YTD | -10.0% | -17.0% | +7.0% | -5.9% |
| 1Y | -5.3% | -16.4% | +11.1% | -1.3% |
| 3Y | +8.5% | +14.5% | -6.0% | +0.4% |
| 5Y | -22.9% | +41.7% | -64.7% | -35.2% |
| All | -12.2% | +199.9% | -212.1% | -49.9% |
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