+43.5%
MLM vs DOC
-24.5%
+68.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +3.0% | +1.8% |
| 7D | -2.9% | -1.5% | -1.4% | -2.4% |
| 30D | -6.8% | -4.8% | -2.1% | -5.2% |
| 3M | -11.2% | +6.9% | -18.1% | -13.5% |
| 6M | -21.8% | +20.7% | -42.6% | -27.6% |
| YTD | -17.0% | +34.1% | -51.1% | -26.6% |
| 1Y | -16.4% | +22.6% | -39.0% | -23.6% |
| 3Y | +14.5% | +20.8% | -6.4% | +4.8% |
| All | +43.5% | -24.5% | +68.0% | +68.3% |
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