-28.3%
DOW vs MLM
+30.7%
-59.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.1% | +3.6% |
| 7D | -0.5% | -5.8% | +5.3% | +1.5% |
| 30D | +15.7% | +9.8% | +5.9% | +11.7% |
| 3M | +5.3% | -5.2% | +10.5% | +6.9% |
| 6M | -14.2% | -10.3% | -3.9% | -12.0% |
| YTD | +43.9% | -15.5% | +59.4% | +49.6% |
| 1Y | +53.1% | -15.0% | +68.1% | +58.7% |
| 3Y | -21.8% | +17.5% | -39.3% | -31.7% |
| 5Y | -28.3% | +30.5% | -58.9% | -43.8% |
| All | -28.3% | +30.7% | -59.0% | -43.8% |
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