+25.7%
MLM vs DAR
-41.1%
+66.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -4.1% | -9.9% | +5.8% | -2.5% |
| 30D | +8.2% | -16.4% | +24.5% | +11.2% |
| 3M | -3.6% | -17.1% | +13.5% | -1.0% |
| 6M | -15.6% | -20.5% | +4.9% | -12.9% |
| YTD | -16.4% | +39.4% | -55.8% | -23.2% |
| 1Y | -14.3% | +57.2% | -71.6% | -23.2% |
| 3Y | +19.3% | +13.9% | +5.5% | +10.6% |
| All | +25.7% | -41.1% | +66.8% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling