+38.9%
MLM vs DOC
-22.8%
+61.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.8% | +1.2% |
| 7D | +9.1% | +8.7% | +0.4% | +5.9% |
| 30D | +14.6% | +7.6% | +7.0% | +11.6% |
| 3M | +0.3% | -5.3% | +5.6% | +2.1% |
| 6M | -7.5% | +27.6% | -35.1% | -16.1% |
| YTD | -10.2% | +32.4% | -42.6% | -20.3% |
| 1Y | -10.5% | +22.9% | -33.3% | -18.2% |
| 3Y | +27.8% | +43.1% | -15.3% | +6.2% |
| 5Y | +38.9% | -21.4% | +60.3% | +63.6% |
| All | +38.9% | -22.8% | +61.7% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling