+181.2%
MLM vs DAR
+268.8%
-87.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -4.1% | -9.9% | +5.8% | -1.4% |
| 30D | +8.2% | -16.4% | +24.5% | +13.2% |
| 3M | -3.6% | -17.1% | +13.5% | +0.6% |
| 6M | -15.6% | -20.5% | +4.9% | -11.3% |
| YTD | -16.4% | +39.4% | -55.8% | -25.9% |
| 1Y | -14.3% | +57.2% | -71.6% | -26.8% |
| 3Y | +19.3% | +13.9% | +5.5% | +6.4% |
| 5Y | +29.6% | -40.8% | +70.4% | +39.7% |
| All | +181.2% | +268.8% | -87.5% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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