+782.7%
DE vs MLM
+149.0%
+633.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +3.3% | -2.9% | +6.1% | +4.6% |
| 30D | +10.7% | +10.4% | +0.3% | +5.6% |
| 3M | +13.1% | -3.7% | +16.9% | +14.6% |
| 6M | +20.2% | -10.3% | +30.5% | +25.2% |
| YTD | +48.9% | -14.8% | +63.7% | +58.1% |
| 1Y | +46.6% | -13.9% | +60.5% | +54.7% |
| 3Y | +91.4% | +18.4% | +73.0% | +71.3% |
| 5Y | +108.1% | +31.8% | +76.3% | +72.9% |
| 10Y | +782.7% | +143.4% | +639.3% | +409.7% |
| All | +782.7% | +149.0% | +633.7% | +409.7% |
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