+140.5%
MLM vs DD
+98.3%
+42.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | -2.0% | +6.7% | -8.7% | -5.0% |
| 30D | +9.5% | +19.4% | -9.9% | +0.3% |
| 3M | -4.7% | +7.6% | -12.4% | -8.3% |
| 6M | -10.7% | +2.9% | -13.6% | -12.4% |
| YTD | -16.6% | +29.9% | -46.4% | -27.3% |
| 1Y | -15.4% | +28.6% | -44.0% | -26.0% |
| 3Y | +15.9% | +90.0% | -74.1% | -19.7% |
| 5Y | +27.1% | +68.1% | -41.0% | -8.1% |
| All | +140.5% | +98.3% | +42.2% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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