+417.0%
TTMI vs MLM
+25.7%
+391.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.5% |
| 7D | +11.4% | -0.9% | +12.3% | +12.1% |
| 30D | -28.3% | +9.0% | -37.3% | -32.4% |
| 3M | -46.7% | -5.6% | -41.1% | -45.3% |
| 6M | -56.1% | -10.7% | -45.4% | -54.4% |
| YTD | +7.4% | -17.2% | +24.5% | +17.6% |
| 1Y | +17.4% | -14.2% | +31.6% | +26.2% |
| 3Y | +429.1% | +15.6% | +413.5% | +360.2% |
| All | +417.0% | +25.7% | +391.3% | +291.1% |
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