+3,327.9%
MLM vs DOC
+1,063.6%
+2,264.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.8% | +1.2% |
| 7D | +9.1% | +8.7% | +0.4% | +5.7% |
| 30D | +14.6% | +7.6% | +7.0% | +11.4% |
| 3M | +0.3% | -5.3% | +5.6% | +2.2% |
| 6M | -7.5% | +27.6% | -35.1% | -16.6% |
| YTD | -10.2% | +32.4% | -42.6% | -20.6% |
| 1Y | -10.5% | +22.9% | -33.3% | -18.6% |
| 3Y | +27.8% | +43.1% | -15.3% | +7.5% |
| 5Y | +38.9% | -21.4% | +60.3% | +46.2% |
| 10Y | +211.4% | +16.8% | +194.6% | +168.7% |
| All | +3,327.9% | +1,063.6% | +2,264.4% | +1,388.8% |
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