+138.8%
MLM vs DOV
+325.7%
-186.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | -0.9% | +3.0% | -3.9% | -2.8% |
| 30D | +9.0% | +8.6% | +0.4% | +3.2% |
| 3M | -5.6% | +1.9% | -7.4% | -6.9% |
| 6M | -10.7% | -1.7% | -9.0% | -10.3% |
| YTD | -17.2% | +8.3% | -25.5% | -22.3% |
| 1Y | -14.2% | +16.6% | -30.8% | -23.4% |
| 3Y | +15.6% | +65.1% | -49.5% | -21.5% |
| 5Y | +26.2% | +29.2% | -2.9% | +0.3% |
| All | +138.8% | +325.7% | -186.9% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 10y: compounded portfolio wealth divided by compounded DOV 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…
10y analysis · Full analysis span regression · 6 months rolling