+177.3%
MCD vs MLM
+199.9%
-22.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.8% |
| 7D | -2.8% | -2.9% | +0.1% | -2.1% |
| 30D | -6.0% | -6.8% | +0.8% | -4.4% |
| 3M | -5.6% | -11.2% | +5.7% | -3.1% |
| 6M | -21.9% | -21.8% | 0.0% | -17.3% |
| YTD | -14.7% | -17.0% | +2.3% | -11.4% |
| 1Y | -17.3% | -16.4% | -0.9% | -14.3% |
| 3Y | -2.2% | +14.5% | -16.6% | -8.3% |
| 5Y | +20.3% | +41.7% | -21.5% | +4.1% |
| All | +177.3% | +199.9% | -22.6% | +82.1% |
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