+13.5%
TSN vs MLM
-16.0%
+29.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -1.4% | -2.0% | +0.6% | -1.0% |
| 30D | +10.2% | +9.5% | +0.7% | +8.5% |
| 3M | +7.2% | -4.7% | +11.9% | +8.0% |
| 6M | -10.6% | -10.7% | +0.1% | -9.4% |
| YTD | +3.7% | -16.6% | +20.3% | +5.4% |
| 1Y | +13.5% | -15.4% | +28.9% | +14.2% |
| All | +13.5% | -16.0% | +29.5% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling