+9,643.0%
DE vs MLM
+3,039.4%
+6,603.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.2% | +0.2% |
| 7D | +0.5% | -1.2% | +1.7% | +1.0% |
| 30D | -2.9% | +7.9% | -10.8% | -6.1% |
| 3M | +8.6% | -4.5% | +13.1% | +10.3% |
| 6M | +15.8% | -12.6% | +28.4% | +21.6% |
| YTD | +43.6% | -14.9% | +58.5% | +51.9% |
| 1Y | +41.6% | -13.1% | +54.7% | +48.3% |
| 3Y | +80.7% | +21.2% | +59.4% | +62.5% |
| 5Y | +99.3% | +32.0% | +67.3% | +69.7% |
| 10Y | +777.0% | +195.3% | +581.6% | +403.8% |
| All | +9,643.0% | +3,039.4% | +6,603.6% | +2,406.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling