+145.3%
DELL vs MLM
-12.5%
+157.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +2.9% | +4.9% |
| 7D | -11.8% | -3.8% | -8.0% | -10.9% |
| 30D | -40.8% | +11.0% | -51.8% | -42.2% |
| 3M | -23.6% | -3.1% | -20.5% | -22.6% |
| 6M | +33.4% | -9.8% | +43.2% | +35.9% |
| YTD | +178.0% | -14.4% | +192.4% | +180.4% |
| All | +145.3% | -12.5% | +157.7% | +145.4% |
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 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