+60.0%
MDT vs MLM
+149.0%
-89.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | +2.7% | -2.9% | +5.6% | +3.7% |
| 30D | +14.8% | +10.4% | +4.4% | +11.3% |
| 3M | +14.6% | -3.7% | +18.3% | +15.7% |
| 6M | +35.7% | -10.3% | +46.0% | +39.6% |
| YTD | +8.5% | -14.8% | +23.3% | +12.7% |
| 1Y | +13.3% | -13.9% | +27.1% | +17.3% |
| 3Y | +58.6% | +18.4% | +40.2% | +45.4% |
| 5Y | -2.6% | +31.8% | -34.4% | -15.7% |
| 10Y | +60.0% | +143.4% | -83.5% | +1.5% |
| All | +60.0% | +149.0% | -89.0% | +1.5% |
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