-37.4%
DOCS vs MLM
+54.2%
-91.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.2% | +0.9% | -1.3% |
| 7D | -1.3% | -1.2% | -0.1% | -0.6% |
| 30D | +19.4% | +7.9% | +11.5% | +14.1% |
| 3M | +53.4% | -4.5% | +57.9% | +57.3% |
| 6M | +28.8% | -12.6% | +41.4% | +37.8% |
| YTD | -25.1% | -14.9% | -10.2% | -20.2% |
| 1Y | -48.1% | -13.1% | -35.1% | -45.7% |
| 3Y | +51.4% | +21.2% | +30.1% | +17.4% |
| 5Y | -51.1% | +32.0% | -83.1% | -66.1% |
| All | -37.4% | +54.2% | -91.6% | -57.2% |
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