+10,069.4%
TXN vs MLM
+2,981.8%
+7,087.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | -7.8% | -4.1% | -3.7% | -6.3% |
| 30D | -3.6% | +8.2% | -11.7% | -6.2% |
| 3M | +0.1% | -3.6% | +3.7% | +1.2% |
| 6M | -3.2% | -15.6% | +12.3% | +2.1% |
| YTD | +63.4% | -16.4% | +79.8% | +72.4% |
| 1Y | +75.6% | -14.3% | +90.0% | +83.7% |
| 3Y | +104.0% | +19.3% | +84.7% | +89.1% |
| 5Y | +65.0% | +29.6% | +35.4% | +47.1% |
| 10Y | +437.9% | +189.9% | +248.0% | +244.6% |
| All | +10,069.4% | +2,981.8% | +7,087.5% | +2,550.8% |
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