+181.2%
DLR vs MLM
+138.2%
+42.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +3.3% | -0.9% | +4.2% | +3.6% |
| 30D | +4.6% | +9.0% | -4.4% | +2.1% |
| 3M | -8.3% | -5.6% | -2.7% | -7.0% |
| 6M | -5.6% | -10.7% | +5.1% | -3.2% |
| YTD | +18.7% | -17.2% | +35.9% | +23.9% |
| 1Y | +17.1% | -14.2% | +31.3% | +21.1% |
| 3Y | +54.4% | +15.6% | +38.7% | +46.3% |
| 5Y | +36.5% | +26.2% | +10.2% | +24.3% |
| All | +181.2% | +138.2% | +42.9% | +113.9% |
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