-12.1%
MDB vs MLM
-14.5%
+2.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +2.5% |
| 7D | -11.4% | -4.1% | -7.3% | -11.7% |
| 30D | -13.8% | +8.2% | -22.0% | -12.8% |
| 3M | -15.5% | -3.6% | -11.9% | -15.1% |
| 6M | +17.9% | -15.6% | +33.5% | +18.6% |
| YTD | -25.5% | -16.4% | -9.0% | -22.0% |
| 1Y | -12.1% | -14.3% | +2.3% | -6.7% |
| All | -12.1% | -14.5% | +2.4% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling