+420.4%
TTMI vs MLM
+149.0%
+271.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -11.5% | -2.9% | -8.7% | -10.0% |
| 30D | -40.3% | +10.4% | -50.7% | -43.6% |
| 3M | -44.5% | -3.7% | -40.7% | -43.8% |
| 6M | -54.1% | -10.3% | -43.8% | -52.6% |
| YTD | +4.7% | -14.8% | +19.5% | +11.4% |
| 1Y | +3.3% | -13.9% | +17.2% | +9.8% |
| 3Y | +407.2% | +18.4% | +388.9% | +355.4% |
| 5Y | +406.5% | +31.8% | +374.7% | +324.3% |
| 10Y | +420.4% | +143.4% | +277.0% | +197.3% |
| All | +420.4% | +149.0% | +271.4% | +197.3% |
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