+9,329.6%
TXN vs MLM
+2,961.7%
+6,367.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | -0.1% | -2.9% | +2.8% | +0.9% |
| 30D | -6.9% | -6.8% | -0.1% | -4.7% |
| 3M | -14.9% | -11.2% | -3.7% | -11.7% |
| 6M | +29.0% | -21.8% | +50.8% | +40.0% |
| YTD | +51.5% | -17.0% | +68.4% | +60.4% |
| 1Y | +41.6% | -16.4% | +57.9% | +49.3% |
| 3Y | +65.8% | +14.5% | +51.3% | +55.7% |
| 5Y | +56.8% | +41.7% | +15.1% | +35.6% |
| 10Y | +387.5% | +200.0% | +187.4% | +208.5% |
| All | +9,329.6% | +2,961.7% | +6,367.9% | +2,366.0% |
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 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