+143.4%
MLM vs DGX
+288.5%
-145.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -2.9% | +4.6% | -7.5% | -4.6% |
| 30D | +10.4% | +11.9% | -1.5% | +5.6% |
| 3M | -3.7% | +9.2% | -12.9% | -7.1% |
| 6M | -10.3% | +39.0% | -49.2% | -21.7% |
| YTD | -14.8% | +51.4% | -66.2% | -28.7% |
| 1Y | -13.9% | +42.6% | -56.5% | -26.2% |
| 3Y | +18.4% | +105.9% | -87.6% | -15.7% |
| 5Y | +31.8% | +96.6% | -64.8% | -5.5% |
| 10Y | +143.4% | +286.0% | -142.5% | +17.8% |
| All | +143.4% | +288.5% | -145.1% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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