+145.5%
MLM vs DD
+99.0%
+46.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -5.8% | +3.2% | -9.1% | -7.3% |
| 30D | +9.8% | +20.3% | -10.4% | +0.3% |
| 3M | -5.2% | +8.2% | -13.4% | -9.0% |
| 6M | -10.3% | +3.4% | -13.7% | -12.1% |
| YTD | -15.5% | +30.6% | -46.1% | -26.6% |
| 1Y | -15.0% | +30.6% | -45.7% | -26.3% |
| 3Y | +17.5% | +91.1% | -73.7% | -18.9% |
| 5Y | +30.5% | +68.6% | -38.0% | -5.8% |
| 10Y | +145.5% | +99.9% | +45.6% | +34.9% |
| All | +145.5% | +99.0% | +46.5% | +34.9% |
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