+396.5%
TTMI vs MLM
+138.2%
+258.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.5% |
| 7D | +11.4% | -0.9% | +12.3% | +12.0% |
| 30D | -28.3% | +9.0% | -37.3% | -31.8% |
| 3M | -46.7% | -5.6% | -41.1% | -45.5% |
| 6M | -56.1% | -10.7% | -45.4% | -54.7% |
| YTD | +7.4% | -17.2% | +24.5% | +15.9% |
| 1Y | +17.4% | -14.2% | +31.6% | +24.8% |
| 3Y | +429.1% | +15.6% | +413.5% | +380.4% |
| 5Y | +418.8% | +26.2% | +392.5% | +343.3% |
| All | +396.5% | +138.2% | +258.3% | +186.5% |
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