+3,905.9%
MLM vs DAR
+1,348.6%
+2,557.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.1% | -2.1% | -4.9% |
| 7D | -1.2% | -8.1% | +6.8% | -0.6% |
| 30D | +7.9% | -17.1% | +25.1% | +9.4% |
| 3M | -4.5% | -12.3% | +7.8% | -3.7% |
| 6M | -12.6% | -21.8% | +9.2% | -11.3% |
| YTD | -14.9% | +40.8% | -55.7% | -17.5% |
| 1Y | -13.1% | +57.4% | -70.4% | -16.5% |
| 3Y | +21.2% | +12.1% | +9.1% | +18.2% |
| 5Y | +32.0% | -40.2% | +72.2% | +34.0% |
| 10Y | +195.3% | +280.1% | -84.7% | +163.8% |
| All | +3,905.9% | +1,348.6% | +2,557.3% | +3,316.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling