+119.9%
DG vs MLM
+185.4%
-65.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.2% | -2.7% |
| 7D | +1.1% | -4.1% | +5.2% | +1.9% |
| 30D | +9.5% | +8.2% | +1.3% | +8.1% |
| 3M | +5.5% | -3.6% | +9.0% | +6.1% |
| 6M | +16.1% | -15.6% | +31.7% | +19.4% |
| YTD | +2.7% | -16.4% | +19.1% | +5.6% |
| 1Y | +42.1% | -14.3% | +56.4% | +45.5% |
| 3Y | +19.3% | +19.3% | -0.1% | +14.3% |
| 5Y | -35.3% | +29.6% | -64.9% | -39.9% |
| All | +119.9% | +185.4% | -65.5% | +72.5% |
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