+41.9%
MDT vs MLM
+206.1%
-164.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | +3.2% | -2.9% | +6.1% | +4.1% |
| 30D | +9.5% | -6.8% | +16.3% | +11.8% |
| 3M | +16.0% | -11.2% | +27.2% | +19.9% |
| 6M | +0.2% | -21.8% | +22.0% | +7.4% |
| YTD | -0.3% | -17.0% | +16.7% | +4.4% |
| 1Y | +4.7% | -16.4% | +21.1% | +9.3% |
| 3Y | +26.5% | +14.5% | +12.1% | +17.4% |
| 5Y | -18.2% | +41.7% | -59.9% | -30.7% |
| All | +41.9% | +206.1% | -164.2% | -9.6% |
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