+25.7%
MLM vs DGX
+100.2%
-74.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -1.9% |
| 7D | -4.1% | +1.5% | -5.6% | -4.6% |
| 30D | +8.2% | +12.6% | -4.4% | +4.4% |
| 3M | -3.6% | +7.6% | -11.2% | -5.7% |
| 6M | -15.6% | +36.2% | -51.8% | -23.2% |
| YTD | -16.4% | +49.8% | -66.2% | -26.6% |
| 1Y | -14.3% | +47.3% | -61.6% | -24.4% |
| 3Y | +19.3% | +102.1% | -82.7% | -8.2% |
| All | +25.7% | +100.2% | -74.5% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling