-29.5%
DOW vs MLM
+23.5%
-53.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.2% |
| 7D | -9.5% | -4.1% | -5.4% | -8.3% |
| 30D | +13.1% | +8.2% | +4.9% | +9.8% |
| 3M | +4.8% | -3.6% | +8.4% | +5.8% |
| 6M | -16.7% | -15.6% | -1.1% | -12.3% |
| YTD | +38.9% | -16.4% | +55.3% | +45.0% |
| 1Y | +48.3% | -14.3% | +62.6% | +52.9% |
| 3Y | -24.4% | +19.3% | -43.7% | -34.4% |
| All | -29.5% | +23.5% | -53.1% | -43.5% |
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 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