+3,285.0%
MDT vs MLM
+3,017.4%
+267.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -3.2% | -5.8% | +2.6% | -1.9% |
| 30D | +10.5% | +9.8% | +0.7% | +8.2% |
| 3M | +13.0% | -5.2% | +18.2% | +14.2% |
| 6M | +38.7% | -10.3% | +49.0% | +41.6% |
| YTD | +8.5% | -15.5% | +23.9% | +11.9% |
| 1Y | +10.0% | -15.0% | +25.1% | +13.4% |
| 3Y | +58.6% | +17.5% | +41.1% | +50.1% |
| 5Y | -0.3% | +30.5% | -30.8% | -9.0% |
| 10Y | +61.3% | +145.5% | -84.2% | +22.9% |
| All | +3,285.0% | +3,017.4% | +267.6% | +1,387.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling