+1,054.4%
TTMI vs MLM
+199.9%
+854.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.7% | +8.3% |
| 7D | +5.9% | -2.9% | +8.8% | +7.4% |
| 30D | -4.3% | -6.8% | +2.5% | -1.1% |
| 3M | -32.0% | -11.2% | -20.8% | -29.0% |
| 6M | +19.5% | -21.8% | +41.3% | +33.9% |
| YTD | +82.0% | -17.0% | +99.0% | +97.3% |
| 1Y | +172.6% | -16.4% | +189.0% | +194.6% |
| 3Y | +744.7% | +14.5% | +730.2% | +678.7% |
| 5Y | +805.6% | +41.7% | +763.8% | +641.3% |
| All | +1,054.4% | +199.9% | +854.5% | +573.3% |
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