+43.2%
TSN vs MLM
+20.9%
+22.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +0.9% |
| 7D | +6.9% | -1.2% | +8.1% | +7.1% |
| 30D | +15.7% | +7.9% | +7.7% | +14.3% |
| 3M | +4.3% | -4.5% | +8.7% | +4.9% |
| 6M | -10.6% | -12.6% | +2.0% | -9.3% |
| YTD | +5.2% | -14.9% | +20.1% | +6.9% |
| 1Y | +18.7% | -13.1% | +31.8% | +20.3% |
| All | +43.2% | +20.9% | +22.3% | +37.4% |
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