+138.8%
MLM vs DD
+97.1%
+41.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -0.9% | +5.0% | -5.8% | -3.2% |
| 30D | +9.0% | +19.7% | -10.7% | -0.2% |
| 3M | -5.6% | +7.2% | -12.8% | -8.9% |
| 6M | -10.7% | +1.0% | -11.7% | -11.6% |
| YTD | -17.2% | +29.1% | -46.3% | -27.7% |
| 1Y | -14.2% | +28.5% | -42.7% | -25.0% |
| 3Y | +15.6% | +89.4% | -73.8% | -19.8% |
| 5Y | +26.2% | +67.1% | -40.9% | -8.5% |
| All | +138.8% | +97.1% | +41.6% | +31.0% |
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