-3.4%
DT vs MLM
-16.0%
+12.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.4% |
| 7D | +2.7% | -2.0% | +4.7% | +2.5% |
| 30D | -30.4% | +9.5% | -39.9% | -29.2% |
| 3M | -9.4% | -4.7% | -4.7% | -9.5% |
| 6M | +14.5% | -10.7% | +25.2% | +13.4% |
| YTD | +3.6% | -16.6% | +20.2% | +0.9% |
| 1Y | -3.4% | -15.4% | +11.9% | -6.2% |
| All | -3.4% | -16.0% | +12.5% | -6.2% |
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