+240.2%
DIA vs MLM
+185.4%
+54.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -0.9% | -4.1% | +3.2% | +0.5% |
| 30D | +0.3% | +8.2% | -7.9% | -2.5% |
| 3M | -4.5% | -3.6% | -0.9% | -3.5% |
| 6M | +3.4% | -15.6% | +18.9% | +8.7% |
| YTD | +7.8% | -16.4% | +24.2% | +13.2% |
| 1Y | +10.7% | -14.3% | +25.1% | +15.3% |
| 3Y | +57.5% | +19.3% | +38.2% | +44.0% |
| 5Y | +53.7% | +29.6% | +24.1% | +33.7% |
| All | +240.2% | +185.4% | +54.8% | +116.9% |
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