+3,313.5%
DELL vs MLM
+187.2%
+3,126.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.8% | +12.5% | +12.1% |
| 7D | +0.4% | -5.8% | +6.2% | +3.2% |
| 30D | -35.1% | +9.8% | -45.0% | -38.0% |
| 3M | -15.1% | -5.2% | -10.0% | -13.6% |
| 6M | +51.7% | -10.3% | +62.0% | +56.4% |
| YTD | +200.0% | -15.5% | +215.4% | +216.5% |
| 1Y | +172.1% | -15.0% | +187.2% | +186.6% |
| 3Y | +431.2% | +17.5% | +413.7% | +388.0% |
| 5Y | +633.1% | +30.5% | +602.5% | +536.0% |
| 10Y | +2,886.3% | +145.5% | +2,740.8% | +1,805.8% |
| All | +3,313.5% | +187.2% | +3,126.2% | +2,101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling