+189.5%
DLR vs MLM
+140.5%
+49.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -2.0% | -5.8% | +3.8% | -0.4% |
| 30D | +0.5% | +9.8% | -9.3% | -2.0% |
| 3M | -4.4% | -5.2% | +0.8% | -3.2% |
| 6M | -6.4% | -10.3% | +3.8% | -4.2% |
| YTD | +19.5% | -15.5% | +34.9% | +24.0% |
| 1Y | +10.5% | -15.0% | +25.6% | +14.6% |
| 3Y | +54.0% | +17.5% | +36.5% | +45.4% |
| 5Y | +39.7% | +30.5% | +9.2% | +26.3% |
| 10Y | +189.5% | +145.5% | +44.0% | +119.4% |
| All | +189.5% | +140.5% | +49.0% | +119.4% |
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