-36.6%
DT vs MLM
+25.7%
-62.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +3.1% | -0.9% | +4.0% | +3.5% |
| 30D | -29.5% | +9.0% | -38.6% | -32.5% |
| 3M | -11.7% | -5.6% | -6.2% | -9.7% |
| 6M | +29.0% | -10.7% | +39.7% | +33.7% |
| YTD | +3.4% | -17.2% | +20.5% | +9.3% |
| 1Y | -4.2% | -14.2% | +10.0% | -1.1% |
| 3Y | -12.8% | +15.6% | -28.5% | -30.0% |
| All | -36.6% | +25.7% | -62.3% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling