+190.4%
GD vs MLM
+190.7%
-0.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.8% | -0.5% |
| 7D | -3.9% | -1.2% | -2.7% | -3.6% |
| 30D | +8.1% | +7.9% | +0.1% | +5.1% |
| 3M | -6.8% | -4.5% | -2.3% | -5.5% |
| 6M | +3.0% | -12.6% | +15.7% | +7.2% |
| YTD | +7.8% | -14.9% | +22.6% | +12.8% |
| 1Y | +5.8% | -13.1% | +18.9% | +9.9% |
| 3Y | +55.3% | +21.2% | +34.1% | +40.7% |
| 5Y | +96.7% | +32.0% | +64.7% | +68.2% |
| All | +190.4% | +190.7% | -0.4% | +70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling