+209.3%
MLM vs DGX
+244.3%
-35.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | -2.7% | -2.2% | -0.5% | -1.9% |
| 30D | -8.3% | -0.9% | -7.4% | -8.0% |
| 3M | -12.0% | +15.6% | -27.6% | -17.1% |
| 6M | -17.6% | +17.8% | -35.4% | -23.1% |
| YTD | -18.9% | +37.5% | -56.3% | -29.2% |
| 1Y | -17.6% | +31.2% | -48.8% | -26.9% |
| 3Y | +16.8% | +96.6% | -79.8% | -15.0% |
| 5Y | +41.0% | +64.9% | -23.9% | +9.7% |
| 10Y | +209.3% | +254.6% | -45.3% | +75.9% |
| All | +209.3% | +244.3% | -35.0% | +75.9% |
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