+88.3%
DT vs MLM
+119.1%
-30.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.0% |
| 7D | +2.7% | -2.0% | +4.7% | +3.6% |
| 30D | -30.4% | +9.5% | -39.9% | -33.0% |
| 3M | -9.4% | -4.7% | -4.7% | -8.0% |
| 6M | +14.5% | -10.7% | +25.2% | +18.3% |
| YTD | +3.6% | -16.6% | +20.2% | +8.6% |
| 1Y | -3.4% | -15.4% | +11.9% | +0.4% |
| 3Y | -11.1% | +15.9% | -27.0% | -21.8% |
| 5Y | -39.5% | +27.1% | -66.6% | -50.0% |
| All | +88.3% | +119.1% | -30.9% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling