-7.6%
DT vs MLM
+20.9%
-28.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.2% | -1.4% | -5.6% |
| 7D | -28.3% | -1.2% | -27.1% | -28.1% |
| 30D | -28.4% | +7.9% | -36.4% | -29.4% |
| 3M | -14.1% | -4.5% | -9.6% | -13.2% |
| 6M | +13.2% | -12.6% | +25.8% | +16.2% |
| YTD | +0.8% | -14.9% | +15.7% | +2.9% |
| 1Y | -7.8% | -13.1% | +5.3% | -6.9% |
| All | -7.6% | +20.9% | -28.5% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling