+47.0%
DOW vs MLM
-12.5%
+59.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.2% |
| 7D | -9.4% | -3.8% | -5.6% | -9.6% |
| 30D | +8.9% | +11.0% | -2.1% | +10.0% |
| 3M | +6.7% | -3.1% | +9.8% | +6.2% |
| 6M | -14.2% | -9.8% | -4.4% | -14.3% |
| YTD | +36.9% | -14.4% | +51.3% | +34.0% |
| All | +47.0% | -12.5% | +59.5% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling