+10.7%
TTMI vs MLM
-11.4%
+22.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.4% | -12.5% | -10.8% |
| 7D | -19.2% | +9.1% | -28.3% | -21.9% |
| 30D | -44.9% | +14.6% | -59.5% | -48.3% |
| 3M | -44.7% | +0.3% | -45.0% | -44.4% |
| 6M | -53.4% | -7.5% | -45.9% | -50.5% |
| YTD | +6.3% | -10.2% | +16.6% | +9.2% |
| 1Y | +10.7% | -10.5% | +21.2% | +15.0% |
| All | +10.7% | -11.4% | +22.1% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling