+3,011.6%
MDT vs MLM
+2,961.7%
+49.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +3.2% | -2.9% | +6.1% | +3.9% |
| 30D | +9.5% | -6.8% | +16.3% | +11.2% |
| 3M | +16.0% | -11.2% | +27.2% | +18.9% |
| 6M | +0.2% | -21.8% | +22.0% | +5.6% |
| YTD | -0.3% | -17.0% | +16.7% | +3.3% |
| 1Y | +4.7% | -16.4% | +21.1% | +8.3% |
| 3Y | +26.5% | +14.5% | +12.1% | +20.3% |
| 5Y | -18.2% | +41.7% | -59.9% | -26.8% |
| 10Y | +40.0% | +200.0% | -160.0% | +2.4% |
| All | +3,011.6% | +2,961.7% | +49.9% | +1,273.8% |
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