+162.4%
DLR vs MLM
+185.4%
-23.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | +0.2% |
| 7D | -3.6% | -4.1% | +0.5% | -2.5% |
| 30D | -3.5% | +8.2% | -11.6% | -5.5% |
| 3M | -8.9% | -3.6% | -5.3% | -8.2% |
| 6M | -11.6% | -15.6% | +4.0% | -8.0% |
| YTD | +14.9% | -16.4% | +31.3% | +19.5% |
| 1Y | +6.4% | -14.3% | +20.8% | +10.0% |
| 3Y | +47.3% | +19.3% | +27.9% | +38.9% |
| 5Y | +32.8% | +29.6% | +3.2% | +20.8% |
| All | +162.4% | +185.4% | -23.0% | +110.4% |
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