+25.7%
MLM vs DD
+58.5%
-32.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.3% |
| 7D | -4.1% | +4.6% | -8.7% | -6.2% |
| 30D | +8.2% | +11.8% | -3.6% | +2.9% |
| 3M | -3.6% | +2.2% | -5.7% | -4.7% |
| 6M | -15.6% | -1.6% | -13.9% | -15.4% |
| YTD | -16.4% | +23.0% | -39.4% | -24.4% |
| 1Y | -14.3% | +26.9% | -41.3% | -23.6% |
| 3Y | +19.3% | +77.9% | -58.6% | -12.3% |
| All | +25.7% | +58.5% | -32.8% | -4.9% |
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 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