+140.5%
MLM vs DGX
+279.7%
-139.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -2.0% | +1.9% | -3.9% | -2.7% |
| 30D | +9.5% | +12.7% | -3.2% | +4.4% |
| 3M | -4.7% | +9.6% | -14.3% | -8.2% |
| 6M | -10.7% | +37.6% | -48.3% | -21.8% |
| YTD | -16.6% | +52.1% | -68.7% | -30.4% |
| 1Y | -15.4% | +41.3% | -56.7% | -27.2% |
| 3Y | +15.9% | +106.9% | -91.0% | -17.6% |
| 5Y | +27.1% | +90.7% | -63.5% | -7.6% |
| All | +140.5% | +279.7% | -139.2% | +15.2% |
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