+4,681.2%
DELL vs MLM
+182.1%
+4,499.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +14.9% | -2.9% | +17.8% | +16.5% |
| 30D | +13.3% | -6.8% | +20.1% | +16.8% |
| 3M | +24.4% | -11.2% | +35.6% | +29.4% |
| 6M | +258.0% | -21.8% | +279.8% | +293.4% |
| YTD | +320.2% | -17.0% | +337.2% | +348.7% |
| 1Y | +319.1% | -16.4% | +335.4% | +345.0% |
| 3Y | +706.5% | +14.5% | +692.1% | +650.5% |
| 5Y | +1,071.9% | +41.7% | +1,030.2% | +890.5% |
| 10Y | +4,683.5% | +200.0% | +4,483.4% | +3,009.3% |
| All | +4,681.2% | +182.1% | +4,499.1% | +3,020.9% |
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