+2,505.9%
DELL vs MLM
+185.4%
+2,320.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.5% |
| 7D | -22.6% | -4.1% | -18.5% | -21.1% |
| 30D | -43.2% | +8.2% | -51.3% | -45.4% |
| 3M | -24.8% | -3.6% | -21.2% | -24.0% |
| 6M | +38.0% | -15.6% | +53.6% | +46.1% |
| YTD | +163.7% | -16.4% | +180.2% | +179.8% |
| 1Y | +122.5% | -14.3% | +136.9% | +133.5% |
| 3Y | +377.0% | +19.3% | +357.6% | +334.6% |
| 5Y | +542.6% | +29.6% | +513.0% | +457.4% |
| All | +2,505.9% | +185.4% | +2,320.5% | +1,572.5% |
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 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