-24.7%
MDB vs MLM
+41.9%
-66.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -5.0% |
| 7D | -17.4% | -2.9% | -14.5% | -15.9% |
| 30D | -2.0% | -6.8% | +4.8% | +3.3% |
| 3M | -3.0% | -11.2% | +8.2% | +3.8% |
| 6M | +48.7% | -21.8% | +70.5% | +74.0% |
| YTD | -12.1% | -17.0% | +4.8% | -3.6% |
| 1Y | +14.5% | -16.4% | +30.9% | +23.3% |
| 3Y | -6.1% | +14.5% | -20.6% | -31.4% |
| All | -24.7% | +41.9% | -66.6% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling