+527.9%
TTD vs MLM
+140.5%
+387.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.1% |
| 7D | +20.8% | -5.8% | +26.6% | +25.4% |
| 30D | +33.8% | +9.8% | +24.0% | +26.4% |
| 3M | +17.8% | -5.2% | +23.0% | +21.4% |
| 6M | -25.7% | -10.3% | -15.5% | -21.9% |
| YTD | -57.9% | -15.5% | -42.4% | -54.8% |
| 1Y | -63.8% | -15.0% | -48.8% | -61.4% |
| 3Y | -75.0% | +17.5% | -92.5% | -79.4% |
| 5Y | -82.5% | +30.5% | -113.1% | -86.3% |
| 10Y | +527.9% | +145.5% | +382.4% | +226.1% |
| All | +527.9% | +140.5% | +387.4% | +226.1% |
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 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