-10.8%
DOW vs MLM
+175.0%
-185.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.2% | -3.6% |
| 7D | -2.4% | -2.9% | +0.5% | -0.9% |
| 30D | +0.4% | -6.8% | +7.2% | +3.9% |
| 3M | -14.4% | -11.2% | -3.2% | -10.2% |
| 6M | -7.0% | -21.8% | +14.9% | +3.5% |
| YTD | +30.2% | -17.0% | +47.2% | +39.1% |
| 1Y | +29.2% | -16.4% | +45.6% | +37.0% |
| 3Y | -36.7% | +14.5% | -51.2% | -45.8% |
| 5Y | -37.7% | +41.7% | -79.4% | -55.2% |
| All | -10.8% | +175.0% | -185.8% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling