-35.4%
DOW vs MLM
+15.1%
-50.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.2% | -3.3% |
| 7D | -2.4% | -2.9% | +0.5% | -1.7% |
| 30D | +0.4% | -6.8% | +7.2% | +2.2% |
| 3M | -14.4% | -11.2% | -3.2% | -12.2% |
| 6M | -7.0% | -21.8% | +14.9% | 0.0% |
| YTD | +30.2% | -17.0% | +47.2% | +35.3% |
| 1Y | +29.2% | -16.4% | +45.6% | +33.4% |
| All | -35.4% | +15.1% | -50.6% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling