+70.1%
MDT vs MLM
+138.2%
-68.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +1.0% | -0.9% | +1.9% | +1.3% |
| 30D | +9.2% | +9.0% | +0.1% | +6.2% |
| 3M | +14.5% | -5.6% | +20.1% | +16.4% |
| 6M | +37.3% | -10.7% | +48.0% | +41.4% |
| YTD | +9.8% | -17.2% | +27.0% | +15.1% |
| 1Y | +10.5% | -14.2% | +24.8% | +14.6% |
| 3Y | +57.4% | +15.6% | +41.8% | +45.3% |
| 5Y | +1.2% | +26.2% | -25.1% | -11.2% |
| All | +70.1% | +138.2% | -68.1% | +8.9% |
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