-22.0%
TSN vs MLM
+41.9%
-63.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -6.3% | -2.9% | -3.4% | -5.8% |
| 30D | -10.8% | -6.8% | -4.0% | -9.6% |
| 3M | -8.8% | -11.2% | +2.5% | -6.9% |
| 6M | -16.8% | -21.8% | +5.0% | -13.1% |
| YTD | -10.0% | -17.0% | +7.0% | -7.3% |
| 1Y | -5.3% | -16.4% | +11.1% | -2.7% |
| 3Y | +8.5% | +14.5% | -6.0% | +2.6% |
| All | -22.0% | +41.9% | -63.9% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling