+177.5%
DLR vs MLM
+167.5%
+10.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +2.7% |
| 7D | +2.4% | -3.8% | +6.2% | +3.5% |
| 30D | +0.7% | +11.0% | -10.3% | -2.1% |
| 3M | -6.4% | -3.1% | -3.4% | -5.8% |
| 6M | -6.5% | -9.8% | +3.3% | -4.4% |
| YTD | +18.8% | -14.4% | +33.2% | +22.9% |
| 1Y | +9.0% | -12.6% | +21.6% | +12.2% |
| 3Y | +54.5% | +19.7% | +34.8% | +45.2% |
| 5Y | +35.8% | +29.8% | +6.1% | +22.8% |
| 10Y | +177.5% | +153.5% | +23.9% | +109.5% |
| All | +177.5% | +167.5% | +10.0% | +109.5% |
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