+57.9%
MDT vs MLM
+185.4%
-127.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.3% |
| 7D | +5.4% | -4.1% | +9.6% | +6.8% |
| 30D | +19.1% | +8.2% | +10.9% | +16.2% |
| 3M | +19.5% | -3.6% | +23.0% | +20.6% |
| 6M | +33.5% | -15.6% | +49.0% | +39.7% |
| YTD | +8.7% | -16.4% | +25.1% | +13.5% |
| 1Y | +16.8% | -14.3% | +31.1% | +21.0% |
| 3Y | +53.0% | +19.3% | +33.7% | +40.1% |
| 5Y | -2.9% | +29.6% | -32.5% | -15.2% |
| All | +57.9% | +185.4% | -127.5% | +1.9% |
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