+4,062.5%
DELL vs MLM
+204.6%
+3,857.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +25.6% | +1.4% | +24.2% | +25.0% |
| 30D | +17.7% | -6.5% | +24.2% | +21.0% |
| 3M | +33.4% | -7.4% | +40.9% | +36.3% |
| 6M | +266.2% | -15.8% | +282.0% | +289.6% |
| YTD | +328.0% | -17.4% | +345.4% | +358.3% |
| 1Y | +339.6% | -17.9% | +357.5% | +370.9% |
| 3Y | +694.6% | +18.9% | +675.7% | +628.1% |
| 5Y | +1,122.0% | +43.4% | +1,078.5% | +927.3% |
| 10Y | +4,062.5% | +206.2% | +3,856.3% | +2,519.9% |
| All | +4,062.5% | +204.6% | +3,857.9% | +2,519.9% |
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