+117.6%
DT vs MLM
+118.1%
-0.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.1% |
| 7D | -3.3% | -2.9% | -0.4% | -2.2% |
| 30D | +2.0% | -6.8% | +8.9% | +4.9% |
| 3M | +20.0% | -11.2% | +31.2% | +24.9% |
| 6M | +39.3% | -21.8% | +61.1% | +51.9% |
| YTD | +19.8% | -17.0% | +36.7% | +26.2% |
| 1Y | +4.3% | -16.4% | +20.6% | +9.2% |
| 3Y | +7.7% | +14.5% | -6.8% | -4.7% |
| 5Y | -26.8% | +41.7% | -68.6% | -41.7% |
| All | +117.6% | +118.1% | -0.5% | +34.3% |
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