+863.5%
DE vs MLM
+203.1%
+660.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.3% |
| 7D | -3.0% | -2.7% | -0.3% | -1.8% |
| 30D | +11.1% | -8.3% | +19.5% | +15.3% |
| 3M | +17.6% | -12.0% | +29.6% | +23.9% |
| 6M | +13.6% | -17.6% | +31.2% | +23.1% |
| YTD | +46.3% | -18.9% | +65.1% | +58.9% |
| 1Y | +44.2% | -17.6% | +61.8% | +55.2% |
| 3Y | +76.6% | +16.8% | +59.8% | +59.5% |
| 5Y | +98.2% | +41.0% | +57.2% | +60.7% |
| 10Y | +863.5% | +209.3% | +654.2% | +461.3% |
| All | +863.5% | +203.1% | +660.5% | +461.3% |
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