+421.1%
TXN vs MLM
+161.0%
+260.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | -7.8% | -4.1% | -3.7% | -6.1% |
| 30D | -3.6% | +8.2% | -11.7% | -6.6% |
| 3M | +0.1% | -3.6% | +3.7% | +1.4% |
| 6M | -3.2% | -15.6% | +12.3% | +2.9% |
| YTD | +63.4% | -16.4% | +79.8% | +73.6% |
| 1Y | +75.6% | -14.3% | +90.0% | +84.7% |
| 3Y | +104.0% | +19.3% | +84.7% | +86.4% |
| 5Y | +65.0% | +29.6% | +35.4% | +43.3% |
| All | +421.1% | +161.0% | +260.1% | +240.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling