+32.0%
MLM vs DD
+59.7%
-27.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.8% | -1.3% | -3.5% |
| 7D | -1.2% | +3.1% | -4.3% | -2.7% |
| 30D | +7.9% | +8.7% | -0.8% | +3.9% |
| 3M | -4.5% | -1.2% | -3.2% | -4.2% |
| 6M | -12.6% | -1.1% | -11.6% | -12.6% |
| YTD | -14.9% | +21.7% | -36.5% | -22.6% |
| 1Y | -13.1% | +24.0% | -37.1% | -21.7% |
| 3Y | +21.2% | +75.6% | -54.4% | -10.3% |
| 5Y | +32.0% | +58.2% | -26.1% | +0.8% |
| All | +32.0% | +59.7% | -27.7% | +0.8% |
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