+849.8%
MDB vs MLM
+177.2%
+672.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -5.2% | -2.1% | -4.9% |
| 7D | -20.9% | -1.2% | -19.6% | -20.5% |
| 30D | -15.6% | +7.9% | -23.5% | -18.8% |
| 3M | -19.1% | -4.5% | -14.6% | -18.0% |
| 6M | +14.2% | -12.6% | +26.9% | +18.5% |
| YTD | -27.4% | -14.9% | -12.6% | -24.2% |
| 1Y | -13.0% | -13.1% | 0.0% | -10.2% |
| 3Y | -11.2% | +21.2% | -32.5% | -22.9% |
| 5Y | -45.2% | +32.0% | -77.2% | -54.3% |
| All | +849.8% | +177.2% | +672.6% | +497.4% |
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