+784.1%
DE vs MLM
+140.5%
+643.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +2.3% | -5.8% | +8.1% | +5.0% |
| 30D | +9.3% | +9.8% | -0.5% | +4.5% |
| 3M | +12.2% | -5.2% | +17.4% | +14.5% |
| 6M | +18.1% | -10.3% | +28.4% | +23.0% |
| YTD | +49.8% | -15.5% | +65.2% | +59.6% |
| 1Y | +46.4% | -15.0% | +61.4% | +55.5% |
| 3Y | +92.5% | +17.5% | +75.1% | +72.9% |
| 5Y | +107.4% | +30.5% | +76.8% | +73.0% |
| 10Y | +784.1% | +145.5% | +638.6% | +407.4% |
| All | +784.1% | +140.5% | +643.5% | +407.4% |
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