+100.8%
DG vs MLM
+138.2%
-37.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +0.3% | -0.9% | +1.2% | +0.5% |
| 30D | +3.2% | +9.0% | -5.8% | +1.8% |
| 3M | +10.4% | -5.6% | +16.0% | +11.6% |
| 6M | +33.2% | -10.7% | +43.8% | +35.6% |
| YTD | +3.0% | -17.2% | +20.1% | +6.0% |
| 1Y | +31.2% | -14.2% | +45.4% | +34.4% |
| 3Y | +21.8% | +15.6% | +6.2% | +17.5% |
| 5Y | -35.0% | +26.2% | -61.2% | -39.2% |
| All | +100.8% | +138.2% | -37.5% | +63.5% |
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