+552.2%
DELL vs MLM
+23.5%
+528.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.7% |
| 7D | -22.6% | -4.1% | -18.5% | -20.7% |
| 30D | -43.2% | +8.2% | -51.3% | -46.1% |
| 3M | -24.8% | -3.6% | -21.2% | -23.7% |
| 6M | +38.0% | -15.6% | +53.6% | +49.0% |
| YTD | +163.7% | -16.4% | +180.2% | +184.6% |
| 1Y | +122.5% | -14.3% | +136.9% | +136.1% |
| 3Y | +377.0% | +19.3% | +357.6% | +306.0% |
| All | +552.2% | +23.5% | +528.6% | +404.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling