+403.7%
DAL vs MLM
+379.7%
+24.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.4% | +4.8% | +5.7% |
| 7D | +11.1% | +9.1% | +1.9% | +5.2% |
| 30D | +7.7% | +14.6% | -6.9% | -1.1% |
| 3M | -3.5% | +0.3% | -3.8% | -4.0% |
| 6M | +31.3% | -7.5% | +38.8% | +36.8% |
| YTD | +30.0% | -10.2% | +40.2% | +37.5% |
| 1Y | +62.1% | -10.5% | +72.6% | +71.6% |
| 3Y | +176.6% | +27.8% | +148.8% | +134.3% |
| 5Y | +126.2% | +38.9% | +87.3% | +79.5% |
| 10Y | +135.1% | +211.4% | -76.3% | +6.3% |
| All | +403.7% | +379.7% | +24.0% | +30.1% |
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