+443.1%
TTMI vs MLM
+1,883.0%
-1,439.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.7% | +8.2% |
| 7D | +5.9% | -2.9% | +8.8% | +7.7% |
| 30D | -4.3% | -6.8% | +2.5% | -0.6% |
| 3M | -32.0% | -11.2% | -20.8% | -28.6% |
| 6M | +19.5% | -21.8% | +41.3% | +36.1% |
| YTD | +82.0% | -17.0% | +99.0% | +99.5% |
| 1Y | +172.6% | -16.4% | +189.0% | +197.7% |
| 3Y | +744.7% | +14.5% | +730.2% | +663.7% |
| 5Y | +805.6% | +41.7% | +763.8% | +606.3% |
| 10Y | +1,057.6% | +200.0% | +857.6% | +413.3% |
| All | +443.1% | +1,883.0% | -1,439.8% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling