+136.8%
DELL vs MLM
-12.9%
+149.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | -18.1% | -2.9% | -15.3% | -17.3% |
| 30D | -42.9% | +10.4% | -53.3% | -44.2% |
| 3M | -26.9% | -3.7% | -23.1% | -25.8% |
| 6M | +28.8% | -10.3% | +39.0% | +31.4% |
| YTD | +168.4% | -14.8% | +183.2% | +171.1% |
| 1Y | +136.8% | -13.9% | +150.7% | +137.3% |
| All | +136.8% | -12.9% | +149.8% | +137.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling