+18.5%
MLM vs DAR
+6.3%
+12.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -2.9% | +1.4% | -4.3% | -3.0% |
| 30D | -6.8% | +12.8% | -19.6% | -8.1% |
| 3M | -11.2% | +7.4% | -18.6% | -12.1% |
| 6M | -21.8% | +22.3% | -44.1% | -23.9% |
| YTD | -17.0% | +81.1% | -98.1% | -23.2% |
| 1Y | -16.4% | +106.5% | -122.9% | -24.2% |
| All | +18.5% | +6.3% | +12.2% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling