+46.1%
DE vs MLM
-11.4%
+57.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +0.7% |
| 7D | +5.6% | +9.1% | -3.5% | +2.2% |
| 30D | -0.8% | +14.6% | -15.5% | -5.7% |
| 3M | +9.8% | +0.3% | +9.5% | +9.7% |
| 6M | +17.5% | -7.5% | +25.0% | +21.0% |
| YTD | +46.5% | -10.2% | +56.7% | +51.0% |
| 1Y | +46.1% | -10.5% | +56.6% | +50.5% |
| All | +46.1% | -11.4% | +57.5% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling