+451.5%
TTMI vs MLM
+30.7%
+420.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.8% | +9.7% | +9.4% |
| 7D | +7.2% | -5.8% | +13.1% | +11.3% |
| 30D | -28.7% | +9.8% | -38.5% | -33.1% |
| 3M | -39.8% | -5.2% | -34.6% | -38.4% |
| 6M | -51.7% | -10.3% | -41.4% | -49.9% |
| YTD | +14.1% | -15.5% | +29.5% | +23.5% |
| 1Y | +16.0% | -15.0% | +31.0% | +25.6% |
| 3Y | +452.7% | +17.5% | +435.2% | +376.5% |
| 5Y | +451.5% | +30.5% | +421.0% | +310.7% |
| All | +451.5% | +30.7% | +420.8% | +310.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling