+508.5%
TTD vs MLM
+138.2%
+370.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.8% |
| 7D | +21.3% | -0.9% | +22.1% | +22.1% |
| 30D | +28.7% | +9.0% | +19.7% | +22.1% |
| 3M | +7.7% | -5.6% | +13.3% | +11.2% |
| 6M | -23.5% | -10.7% | -12.8% | -19.3% |
| YTD | -58.7% | -17.2% | -41.5% | -55.1% |
| 1Y | -63.4% | -14.2% | -49.2% | -61.2% |
| 3Y | -75.3% | +15.6% | -90.9% | -79.4% |
| 5Y | -84.4% | +26.2% | -110.6% | -87.5% |
| All | +508.5% | +138.2% | +370.2% | +220.7% |
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