-8.1%
DT vs MLM
+18.7%
-26.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.2% |
| 7D | -24.7% | -4.1% | -20.6% | -24.0% |
| 30D | -27.4% | +8.2% | -35.5% | -28.4% |
| 3M | -11.1% | -3.6% | -7.5% | -10.4% |
| 6M | +13.7% | -15.6% | +29.2% | +17.7% |
| YTD | +0.2% | -16.4% | +16.7% | +2.6% |
| 1Y | -5.7% | -14.3% | +8.7% | -4.6% |
| 3Y | -8.1% | +19.3% | -27.4% | -26.9% |
| All | -8.1% | +18.7% | -26.8% | -26.9% |
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