+583.4%
DG vs MLM
+627.3%
-43.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.3% |
| 7D | +8.4% | -2.9% | +11.3% | +9.0% |
| 30D | +4.9% | -6.8% | +11.8% | +6.3% |
| 3M | +29.3% | -11.2% | +40.6% | +32.0% |
| 6M | -11.3% | -21.8% | +10.6% | -7.3% |
| YTD | +1.8% | -17.0% | +18.7% | +5.0% |
| 1Y | +25.3% | -16.4% | +41.7% | +29.1% |
| 3Y | +9.1% | +14.5% | -5.4% | +4.6% |
| 5Y | -34.9% | +41.7% | -76.6% | -40.9% |
| 10Y | +108.2% | +200.0% | -91.9% | +55.2% |
| All | +583.4% | +627.3% | -43.9% | +287.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling