-6.2%
DOW vs MLM
+183.6%
-189.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.7% |
| 7D | -9.4% | -3.8% | -5.6% | -7.7% |
| 30D | +8.9% | +11.0% | -2.1% | +2.7% |
| 3M | +6.7% | -3.1% | +9.8% | +7.8% |
| 6M | -14.2% | -9.8% | -4.4% | -11.5% |
| YTD | +36.9% | -14.4% | +51.3% | +43.2% |
| 1Y | +45.8% | -12.6% | +58.3% | +50.4% |
| 3Y | -23.9% | +19.7% | -43.6% | -36.4% |
| 5Y | -30.8% | +29.8% | -60.5% | -46.9% |
| All | -6.2% | +183.6% | -189.8% | -57.9% |
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