+10,062.6%
DE vs MLM
+2,961.7%
+7,100.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.6% |
| 7D | +10.0% | -2.9% | +12.9% | +11.3% |
| 30D | +13.3% | -6.8% | +20.1% | +16.5% |
| 3M | +17.5% | -11.2% | +28.7% | +22.9% |
| 6M | +13.6% | -21.8% | +35.4% | +25.2% |
| YTD | +49.8% | -17.0% | +66.8% | +60.4% |
| 1Y | +47.9% | -16.4% | +64.2% | +57.5% |
| 3Y | +72.5% | +14.5% | +58.1% | +58.9% |
| 5Y | +90.2% | +41.7% | +48.5% | +57.4% |
| 10Y | +865.4% | +200.0% | +665.3% | +450.8% |
| All | +10,062.6% | +2,961.7% | +7,100.9% | +2,547.8% |
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