+464.6%
TTD vs MLM
+185.4%
+279.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.8% | +2.0% |
| 7D | +5.2% | -4.1% | +9.3% | +7.8% |
| 30D | +6.9% | +8.2% | -1.2% | +1.9% |
| 3M | -26.8% | -3.6% | -23.2% | -25.8% |
| 6M | -46.1% | -15.6% | -30.6% | -41.3% |
| YTD | -65.9% | -16.4% | -49.5% | -63.3% |
| 1Y | -71.8% | -14.3% | -57.5% | -70.2% |
| 3Y | -83.3% | +19.3% | -102.6% | -86.3% |
| 5Y | -81.1% | +29.6% | -110.7% | -85.0% |
| All | +464.6% | +185.4% | +279.2% | +191.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling