+10.5%
MDT vs MLM
-16.0%
+26.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +1.0% | -0.9% | +1.9% | +1.3% |
| 30D | +9.2% | +9.0% | +0.1% | +7.2% |
| 3M | +14.5% | -5.6% | +20.1% | +15.8% |
| 6M | +37.3% | -10.7% | +48.0% | +40.4% |
| YTD | +9.8% | -17.2% | +27.0% | +11.8% |
| 1Y | +10.5% | -14.2% | +24.8% | +9.7% |
| All | +10.5% | -16.0% | +26.5% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling