-13.9%
MLM vs DGX
+47.5%
-61.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -2.9% | +4.6% | -7.5% | -3.8% |
| 30D | +10.4% | +11.9% | -1.5% | +8.1% |
| 3M | -3.7% | +9.2% | -12.9% | -5.4% |
| 6M | -10.3% | +39.0% | -49.2% | -14.2% |
| YTD | -14.8% | +51.4% | -66.2% | -18.4% |
| 1Y | -13.9% | +42.6% | -56.5% | -15.8% |
| All | -13.9% | +47.5% | -61.3% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling