+3,099.9%
MLM vs DGX
+8,858.2%
-5,758.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.4% |
| 7D | -2.9% | -2.3% | -0.6% | -2.3% |
| 30D | -6.8% | +0.6% | -7.4% | -7.0% |
| 3M | -11.2% | +21.4% | -32.6% | -16.0% |
| 6M | -21.8% | +14.7% | -36.6% | -24.9% |
| YTD | -17.0% | +38.4% | -55.4% | -24.5% |
| 1Y | -16.4% | +34.0% | -50.3% | -23.4% |
| 3Y | +14.5% | +92.7% | -78.2% | -6.3% |
| 5Y | +41.7% | +67.7% | -26.0% | +19.9% |
| 10Y | +200.0% | +248.0% | -48.0% | +106.4% |
| All | +3,099.9% | +8,858.2% | -5,758.3% | +1,165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling