+3,551.7%
DLR vs MLM
+1,462.8%
+2,088.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.7% |
| 7D | +2.8% | +9.1% | -6.3% | -0.6% |
| 30D | +2.8% | +14.6% | -11.9% | -2.5% |
| 3M | -4.0% | +0.3% | -4.3% | -4.4% |
| 6M | -5.6% | -7.5% | +1.9% | -3.6% |
| YTD | +21.9% | -10.2% | +32.2% | +25.4% |
| 1Y | +13.0% | -10.5% | +23.5% | +16.3% |
| 3Y | +52.2% | +27.8% | +24.4% | +34.9% |
| 5Y | +40.3% | +38.9% | +1.4% | +18.8% |
| 10Y | +186.1% | +211.4% | -25.3% | +55.4% |
| All | +3,551.7% | +1,462.8% | +2,088.8% | +855.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling