+31.8%
MLM vs DD
+70.0%
-38.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | -2.9% | +2.2% | -5.1% | -3.8% |
| 30D | +10.4% | +20.7% | -10.3% | +1.6% |
| 3M | -3.7% | +11.3% | -15.0% | -8.3% |
| 6M | -10.3% | +6.0% | -16.2% | -12.9% |
| YTD | -14.8% | +31.7% | -46.5% | -25.1% |
| 1Y | -13.9% | +32.2% | -46.1% | -24.5% |
| 3Y | +18.4% | +92.7% | -74.3% | -16.0% |
| 5Y | +31.8% | +72.1% | -40.3% | -2.6% |
| All | +31.8% | +70.0% | -38.2% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling