+707.6%
DELL vs MLM
+15.1%
+692.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.9% |
| 7D | +14.9% | -2.9% | +17.8% | +16.9% |
| 30D | +13.3% | -6.8% | +20.1% | +17.7% |
| 3M | +24.4% | -11.2% | +35.6% | +30.3% |
| 6M | +258.0% | -21.8% | +279.8% | +307.7% |
| YTD | +320.2% | -17.0% | +337.2% | +355.2% |
| 1Y | +319.1% | -16.4% | +335.4% | +348.7% |
| All | +707.6% | +15.1% | +692.4% | +614.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling