+172.1%
DELL vs MLM
-14.6%
+186.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.8% | +12.5% | +11.9% |
| 7D | +0.4% | -5.8% | +6.2% | +1.8% |
| 30D | -35.1% | +9.8% | -45.0% | -36.6% |
| 3M | -15.1% | -5.2% | -10.0% | -13.6% |
| 6M | +51.7% | -10.3% | +62.0% | +54.5% |
| YTD | +200.0% | -15.5% | +215.4% | +203.4% |
| 1Y | +172.1% | -15.0% | +187.2% | +174.5% |
| All | +172.1% | -14.6% | +186.7% | +174.5% |
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 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