+160.5%
DLR vs MLM
+199.9%
-39.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +1.6% | -2.9% | +4.5% | +2.3% |
| 30D | -3.4% | -6.8% | +3.5% | -1.7% |
| 3M | +0.5% | -11.2% | +11.7% | +3.3% |
| 6M | +4.6% | -21.8% | +26.4% | +11.0% |
| YTD | +23.4% | -17.0% | +40.4% | +28.7% |
| 1Y | +19.0% | -16.4% | +35.4% | +23.7% |
| 3Y | +56.5% | +14.5% | +42.1% | +49.0% |
| 5Y | +33.3% | +41.7% | -8.4% | +19.5% |
| All | +160.5% | +199.9% | -39.4% | +93.1% |
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