+43.5%
MLM vs DGX
+67.7%
-24.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.4% |
| 7D | -2.9% | -2.3% | -0.6% | -2.2% |
| 30D | -6.8% | +0.6% | -7.4% | -7.0% |
| 3M | -11.2% | +21.4% | -32.6% | -16.3% |
| 6M | -21.8% | +14.7% | -36.6% | -25.1% |
| YTD | -17.0% | +38.4% | -55.4% | -25.2% |
| 1Y | -16.4% | +34.0% | -50.3% | -23.9% |
| 3Y | +14.5% | +92.7% | -78.2% | -10.6% |
| All | +43.5% | +67.7% | -24.2% | +8.3% |
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