+65.7%
DIA vs MLM
+41.9%
+23.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.9% |
| 7D | -0.2% | -2.9% | +2.7% | +0.8% |
| 30D | -1.5% | -6.8% | +5.3% | +0.8% |
| 3M | +3.8% | -11.2% | +15.0% | +7.5% |
| 6M | +10.3% | -21.8% | +32.1% | +19.3% |
| YTD | +12.1% | -17.0% | +29.1% | +18.1% |
| 1Y | +18.6% | -16.4% | +35.0% | +24.5% |
| 3Y | +60.6% | +14.5% | +46.2% | +47.2% |
| All | +65.7% | +41.9% | +23.8% | +36.8% |
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