+57.1%
DIA vs MLM
+27.9%
+29.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.3% |
| 7D | +0.8% | -3.8% | +4.6% | +2.1% |
| 30D | +1.4% | +11.0% | -9.6% | -2.2% |
| 3M | -2.7% | -3.1% | +0.4% | -1.8% |
| 6M | +6.2% | -9.8% | +16.0% | +9.3% |
| YTD | +10.1% | -14.4% | +24.5% | +14.7% |
| 1Y | +13.0% | -12.6% | +25.6% | +16.8% |
| 3Y | +61.9% | +19.7% | +42.1% | +45.5% |
| 5Y | +57.1% | +29.8% | +27.3% | +33.6% |
| All | +57.1% | +27.9% | +29.1% | +33.6% |
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