+43.2%
TSN vs MLM
+18.8%
+24.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.1% |
| 7D | +4.9% | -3.8% | +8.7% | +5.5% |
| 30D | +12.1% | +11.0% | +1.1% | +10.3% |
| 3M | +4.1% | -3.1% | +7.2% | +4.5% |
| 6M | -10.9% | -9.8% | -1.1% | -9.9% |
| YTD | +4.8% | -14.4% | +19.2% | +6.4% |
| 1Y | +17.6% | -12.6% | +30.2% | +19.1% |
| 3Y | +43.2% | +19.7% | +23.5% | +36.3% |
| All | +43.2% | +18.8% | +24.4% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling