+3,595.7%
DLR vs MLM
+1,345.5%
+2,250.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +1.6% | -2.9% | +4.5% | +2.7% |
| 30D | -3.4% | -6.8% | +3.5% | -0.9% |
| 3M | +0.5% | -11.2% | +11.7% | +4.5% |
| 6M | +4.6% | -21.8% | +26.4% | +13.9% |
| YTD | +23.4% | -17.0% | +40.4% | +30.9% |
| 1Y | +19.0% | -16.4% | +35.4% | +25.7% |
| 3Y | +56.5% | +14.5% | +42.1% | +44.6% |
| 5Y | +33.3% | +41.7% | -8.4% | +12.0% |
| 10Y | +165.1% | +200.0% | -34.9% | +45.5% |
| All | +3,595.7% | +1,345.5% | +2,250.2% | +897.7% |
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