+28.2%
MLM vs DOC
+43.5%
-15.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.8% | +1.5% |
| 7D | +9.1% | +8.7% | +0.4% | +6.8% |
| 30D | +14.6% | +7.6% | +7.0% | +12.5% |
| 3M | +0.3% | -5.3% | +5.6% | +1.5% |
| 6M | -7.5% | +27.6% | -35.1% | -13.3% |
| YTD | -10.2% | +32.4% | -42.6% | -17.1% |
| 1Y | -10.5% | +22.9% | -33.3% | -15.5% |
| All | +28.2% | +43.5% | -15.4% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling