-33.3%
DG vs MLM
+30.6%
-63.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.6% | -1.3% |
| 7D | +6.1% | -1.2% | +7.3% | +6.5% |
| 30D | +11.9% | +7.9% | +4.0% | +10.2% |
| 3M | +9.3% | -4.5% | +13.7% | +10.3% |
| 6M | +19.1% | -12.6% | +31.8% | +22.4% |
| YTD | +5.9% | -14.9% | +20.8% | +9.1% |
| 1Y | +39.8% | -13.1% | +52.9% | +43.4% |
| 3Y | +23.4% | +21.2% | +2.2% | +15.5% |
| 5Y | -33.3% | +32.0% | -65.3% | -41.5% |
| All | -33.3% | +30.6% | -63.9% | -41.5% |
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 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