-73.2%
DOCS vs MLM
+41.9%
-115.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.4% |
| 7D | -1.4% | -2.9% | +1.5% | +0.1% |
| 30D | +21.8% | -6.8% | +28.6% | +26.9% |
| 3M | +27.3% | -11.2% | +38.5% | +35.4% |
| 6M | -0.3% | -21.8% | +21.5% | +13.4% |
| YTD | -40.5% | -17.0% | -23.5% | -35.7% |
| 1Y | -61.5% | -16.4% | -45.2% | -58.8% |
| 3Y | +8.2% | +14.5% | -6.3% | -12.3% |
| All | -73.2% | +41.9% | -115.1% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling