+84.8%
DE vs MLM
+18.7%
+66.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.0% |
| 7D | -0.6% | -4.1% | +3.6% | +1.0% |
| 30D | +2.3% | +8.2% | -5.9% | -1.1% |
| 3M | +9.5% | -3.6% | +13.1% | +10.8% |
| 6M | +14.1% | -15.6% | +29.6% | +21.6% |
| YTD | +45.4% | -16.4% | +61.8% | +54.6% |
| 1Y | +42.9% | -14.3% | +57.2% | +50.2% |
| 3Y | +84.8% | +19.3% | +65.5% | +67.5% |
| All | +84.8% | +18.7% | +66.1% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling