+9,765.5%
DE vs MLM
+2,981.8%
+6,783.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.0% |
| 7D | -0.6% | -4.1% | +3.6% | +1.1% |
| 30D | +2.3% | +8.2% | -5.9% | -1.2% |
| 3M | +9.5% | -3.6% | +13.1% | +10.7% |
| 6M | +14.1% | -15.6% | +29.6% | +21.5% |
| YTD | +45.4% | -16.4% | +61.8% | +54.9% |
| 1Y | +42.9% | -14.3% | +57.2% | +50.6% |
| 3Y | +84.8% | +19.3% | +65.5% | +67.3% |
| 5Y | +101.8% | +29.6% | +72.2% | +73.2% |
| 10Y | +788.0% | +189.9% | +598.1% | +414.0% |
| All | +9,765.5% | +2,981.8% | +6,783.6% | +2,457.4% |
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 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