+3,200.6%
MLM vs DGX
+9,745.8%
-6,545.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.0% |
| 7D | -3.8% | +3.5% | -7.4% | -4.7% |
| 30D | +11.0% | +12.4% | -1.4% | +7.5% |
| 3M | -3.1% | +9.3% | -12.4% | -5.4% |
| 6M | -9.8% | +39.7% | -49.4% | -17.9% |
| YTD | -14.4% | +52.2% | -66.5% | -24.2% |
| 1Y | -12.6% | +47.1% | -59.7% | -21.9% |
| 3Y | +19.7% | +108.8% | -89.0% | -4.0% |
| 5Y | +29.8% | +101.4% | -71.6% | +4.5% |
| 10Y | +153.5% | +293.1% | -139.5% | +69.0% |
| All | +3,200.6% | +9,745.8% | -6,545.2% | +1,171.7% |
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