+143.4%
MLM vs DAR
+269.9%
-126.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | -2.9% | -3.8% | +1.0% | -1.8% |
| 30D | +10.4% | -14.4% | +24.8% | +14.9% |
| 3M | -3.7% | -17.9% | +14.2% | +0.8% |
| 6M | -10.3% | -18.3% | +8.0% | -6.5% |
| YTD | -14.8% | +43.2% | -58.1% | -25.0% |
| 1Y | -13.9% | +57.7% | -71.6% | -26.4% |
| 3Y | +18.4% | +22.7% | -4.4% | +3.0% |
| 5Y | +31.8% | -34.0% | +65.8% | +36.7% |
| 10Y | +143.4% | +279.5% | -136.1% | +24.0% |
| All | +143.4% | +269.9% | -126.5% | +24.0% |
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