-16.4%
MLM vs DOC
+23.9%
-40.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +3.0% | +1.4% |
| 7D | -2.9% | -1.5% | -1.4% | -2.7% |
| 30D | -6.8% | -4.8% | -2.1% | -6.2% |
| 3M | -11.2% | +6.9% | -18.1% | -11.7% |
| 6M | -21.8% | +20.7% | -42.6% | -23.1% |
| YTD | -17.0% | +34.1% | -51.1% | -18.8% |
| 1Y | -16.4% | +22.6% | -39.0% | -19.4% |
| All | -16.4% | +23.9% | -40.2% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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