+62.5%
DRAM vs MLM
-5.3%
+67.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.4% | -7.7% | -5.5% |
| 7D | -16.6% | +9.1% | -25.8% | -17.8% |
| 30D | -26.9% | +14.6% | -41.5% | -28.8% |
| 3M | -17.8% | +0.3% | -18.1% | -16.7% |
| 6M | +6.2% | -7.5% | +13.7% | +10.9% |
| All | +62.5% | -5.3% | +67.8% | +67.7% |
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