+17.4%
TTMI vs MLM
-16.0%
+33.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | +11.4% | -0.9% | +12.3% | +11.9% |
| 30D | -28.3% | +9.0% | -37.3% | -31.5% |
| 3M | -46.7% | -5.6% | -41.1% | -45.0% |
| 6M | -56.1% | -10.7% | -45.4% | -54.3% |
| YTD | +7.4% | -17.2% | +24.5% | +12.5% |
| 1Y | +17.4% | -14.2% | +31.6% | +18.4% |
| All | +17.4% | -16.0% | +33.4% | +18.4% |
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