+550.5%
TTD vs MLM
+167.5%
+383.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.5% | +13.0% | +14.0% |
| 7D | +19.0% | -3.8% | +22.8% | +21.9% |
| 30D | +23.6% | +11.0% | +12.6% | +16.0% |
| 3M | +8.2% | -3.1% | +11.2% | +10.0% |
| 6M | -35.3% | -9.8% | -25.5% | -32.1% |
| YTD | -60.7% | -14.4% | -46.3% | -58.1% |
| 1Y | -65.3% | -12.6% | -52.7% | -63.6% |
| 3Y | -80.6% | +19.7% | -100.3% | -84.1% |
| 5Y | -84.6% | +29.8% | -114.4% | -87.9% |
| 10Y | +550.5% | +153.5% | +397.0% | +231.7% |
| All | +550.5% | +167.5% | +383.1% | +231.7% |
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