+111.1%
DG vs MLM
+140.5%
-29.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -3.0% | -5.8% | +2.9% | -1.9% |
| 30D | +8.6% | +9.8% | -1.2% | +6.9% |
| 3M | +15.0% | -5.2% | +20.2% | +16.1% |
| 6M | +32.7% | -10.3% | +43.0% | +35.0% |
| YTD | +5.5% | -15.5% | +21.0% | +8.2% |
| 1Y | +34.6% | -15.0% | +49.6% | +38.0% |
| 3Y | +24.2% | +17.5% | +6.8% | +19.5% |
| 5Y | -32.3% | +30.5% | -62.8% | -37.1% |
| 10Y | +111.1% | +145.5% | -34.4% | +71.1% |
| All | +111.1% | +140.5% | -29.4% | +71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling