+923.9%
MDB vs MLM
+192.3%
+731.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.4% | -3.1% |
| 7D | -16.5% | +9.1% | -25.7% | -20.0% |
| 30D | -8.6% | +14.6% | -23.2% | -14.6% |
| 3M | -13.6% | +0.3% | -13.9% | -14.4% |
| 6M | +24.1% | -7.5% | +31.5% | +25.3% |
| YTD | -21.8% | -10.2% | -11.5% | -20.3% |
| 1Y | -7.7% | -10.5% | +2.8% | -6.0% |
| 3Y | -4.3% | +27.8% | -32.1% | -18.9% |
| 5Y | -38.6% | +38.9% | -77.5% | -50.1% |
| All | +923.9% | +192.3% | +731.7% | +528.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling