+3,070.5%
MLM vs DOC
+1,078.9%
+1,991.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.1% |
| 3M | -11.2% | +6.9% | -18.1% | -13.6% |
| 6M | -21.8% | +20.7% | -42.6% | -28.0% |
| YTD | -17.0% | +34.1% | -51.1% | -26.8% |
| 1Y | -16.4% | +22.6% | -39.0% | -24.0% |
| 3Y | +14.5% | +20.8% | -6.4% | +2.6% |
| 5Y | +41.7% | -24.9% | +66.6% | +51.9% |
| 10Y | +200.0% | -1.8% | +201.9% | +176.1% |
| All | +3,070.5% | +1,078.9% | +1,991.6% | +1,272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling