+237.1%
DIA vs MLM
+140.5%
+96.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -1.6% | -5.8% | +4.2% | +0.4% |
| 30D | +1.3% | +9.8% | -8.6% | -2.0% |
| 3M | -2.1% | -5.2% | +3.1% | -0.5% |
| 6M | +6.2% | -10.3% | +16.5% | +9.4% |
| YTD | +10.3% | -15.5% | +25.8% | +15.5% |
| 1Y | +11.0% | -15.0% | +26.0% | +15.9% |
| 3Y | +60.4% | +17.5% | +42.9% | +47.2% |
| 5Y | +59.1% | +30.5% | +28.5% | +37.8% |
| 10Y | +237.1% | +145.5% | +91.5% | +116.4% |
| All | +237.1% | +140.5% | +96.5% | +116.4% |
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