+954.3%
MDB vs MLM
+175.3%
+779.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.2% |
| 7D | +3.0% | -5.8% | +8.8% | +5.9% |
| 30D | -11.3% | +9.8% | -21.2% | -15.4% |
| 3M | -23.0% | -5.2% | -17.8% | -21.8% |
| 6M | +14.8% | -10.3% | +25.0% | +17.7% |
| YTD | -19.4% | -15.5% | -4.0% | -15.6% |
| 1Y | -9.0% | -15.0% | +6.1% | -5.0% |
| 3Y | -10.3% | +17.5% | -27.7% | -20.9% |
| 5Y | -38.4% | +30.5% | -68.9% | -48.4% |
| All | +954.3% | +175.3% | +779.1% | +565.2% |
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