+83.2%
DT vs MLM
+123.6%
-40.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.2% | -1.4% | -4.5% |
| 7D | -28.3% | -1.2% | -27.1% | -27.9% |
| 30D | -28.4% | +7.9% | -36.4% | -30.7% |
| 3M | -14.1% | -4.5% | -9.6% | -12.8% |
| 6M | +13.2% | -12.6% | +25.8% | +18.0% |
| YTD | +0.8% | -14.9% | +15.7% | +4.9% |
| 1Y | -7.8% | -13.1% | +5.3% | -5.1% |
| 3Y | -8.3% | +21.2% | -29.5% | -20.9% |
| 5Y | -42.7% | +32.0% | -74.7% | -53.3% |
| All | +83.2% | +123.6% | -40.4% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling