+118.1%
DAL vs MLM
+190.7%
-72.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.2% | +0.8% | -1.1% |
| 7D | +4.6% | -1.2% | +5.8% | +5.5% |
| 30D | +2.3% | +7.9% | -5.6% | -2.6% |
| 3M | -8.1% | -4.5% | -3.6% | -5.7% |
| 6M | +21.4% | -12.6% | +34.1% | +31.3% |
| YTD | +24.3% | -14.9% | +39.2% | +36.1% |
| 1Y | +47.4% | -13.1% | +60.4% | +59.2% |
| 3Y | +164.6% | +21.2% | +143.4% | +130.7% |
| 5Y | +100.2% | +32.0% | +68.2% | +62.8% |
| All | +118.1% | +190.7% | -72.6% | +11.1% |
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 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