+8,463.0%
TT vs MLM
+3,210.3%
+5,252.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.0% | -2.8% |
| 7D | -8.5% | +9.1% | -17.6% | -12.3% |
| 30D | -12.8% | +14.6% | -27.4% | -18.5% |
| 3M | -12.9% | +0.3% | -13.2% | -13.6% |
| 6M | -15.2% | -7.5% | -7.8% | -13.1% |
| YTD | +6.2% | -10.2% | +16.4% | +10.0% |
| 1Y | -4.5% | -10.5% | +6.0% | -1.0% |
| 3Y | +93.6% | +27.8% | +65.8% | +68.3% |
| 5Y | +141.1% | +38.9% | +102.2% | +100.4% |
| 10Y | +796.8% | +211.4% | +585.4% | +382.4% |
| All | +8,463.0% | +3,210.3% | +5,252.8% | +1,717.1% |
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