-32.2%
DG vs MLM
+29.9%
-62.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +5.2% | -2.9% | +8.1% | +6.0% |
| 30D | +7.9% | +10.4% | -2.5% | +5.7% |
| 3M | +12.7% | -3.7% | +16.4% | +13.6% |
| 6M | +22.4% | -10.3% | +32.7% | +25.1% |
| YTD | +5.4% | -14.8% | +20.2% | +8.6% |
| 1Y | +39.4% | -13.9% | +53.3% | +43.3% |
| 3Y | +24.1% | +18.4% | +5.7% | +16.8% |
| 5Y | -32.2% | +31.8% | -64.0% | -40.3% |
| All | -32.2% | +29.9% | -62.1% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling