+561.0%
TSN vs MLM
+3,039.4%
-2,478.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +1.7% |
| 7D | +6.9% | -1.2% | +8.1% | +7.2% |
| 30D | +15.7% | +7.9% | +7.7% | +12.9% |
| 3M | +4.3% | -4.5% | +8.7% | +5.5% |
| 6M | -10.6% | -12.6% | +2.0% | -7.5% |
| YTD | +5.2% | -14.9% | +20.1% | +9.1% |
| 1Y | +18.7% | -13.1% | +31.8% | +22.3% |
| 3Y | +41.8% | +21.2% | +20.5% | +29.7% |
| 5Y | -13.6% | +32.0% | -45.6% | -24.7% |
| 10Y | +16.2% | +195.3% | -179.1% | -25.8% |
| All | +561.0% | +3,039.4% | -2,478.4% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling