+18.5%
MLM vs DD
+43.0%
-24.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | -2.9% | -3.5% | +0.6% | -1.8% |
| 30D | -6.8% | -10.3% | +3.5% | -3.5% |
| 3M | -11.2% | -7.5% | -3.7% | -9.0% |
| 6M | -21.8% | -8.0% | -13.8% | -20.0% |
| YTD | -17.0% | +10.5% | -27.4% | -19.7% |
| 1Y | -16.4% | +38.3% | -54.6% | -24.5% |
| All | +18.5% | +43.0% | -24.4% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling