+369.4%
TTMI vs MLM
+18.7%
+350.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.8% | +8.7% | +7.8% |
| 7D | -19.8% | -4.1% | -15.7% | -18.1% |
| 30D | -48.1% | +8.2% | -56.3% | -50.7% |
| 3M | -51.2% | -3.6% | -47.6% | -50.6% |
| 6M | -59.6% | -15.6% | -44.0% | -56.2% |
| YTD | -3.6% | -16.4% | +12.8% | +5.0% |
| 1Y | -2.3% | -14.3% | +12.0% | +5.2% |
| 3Y | +369.4% | +19.3% | +350.1% | +266.0% |
| All | +369.4% | +18.7% | +350.7% | +266.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling