+351.3%
DAL vs MLM
+343.7%
+7.6%
-81.7%
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% | +1.1% |
| 7D | +0.1% | -2.9% | +3.0% | +2.0% |
| 30D | -13.9% | -6.8% | -7.1% | -10.2% |
| 3M | +1.1% | -11.2% | +12.3% | +8.2% |
| 6M | +26.2% | -21.8% | +48.1% | +46.3% |
| YTD | +16.4% | -17.0% | +33.4% | +29.5% |
| 1Y | +33.9% | -16.4% | +50.2% | +48.0% |
| 3Y | +93.4% | +14.5% | +78.9% | +75.0% |
| 5Y | +106.4% | +41.7% | +64.6% | +61.5% |
| 10Y | +143.0% | +200.0% | -57.1% | +12.4% |
| All | +351.3% | +343.7% | +7.6% | +22.6% |
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 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