+145.5%
MLM vs DOV
+333.4%
-187.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -5.8% | -0.1% | -5.7% | -5.8% |
| 30D | +9.8% | +11.3% | -1.5% | +2.3% |
| 3M | -5.2% | +2.2% | -7.4% | -6.7% |
| 6M | -10.3% | -2.9% | -7.3% | -9.1% |
| YTD | -15.5% | +9.6% | -25.1% | -21.3% |
| 1Y | -15.0% | +16.7% | -31.7% | -24.2% |
| 3Y | +17.5% | +66.9% | -49.4% | -20.8% |
| 5Y | +30.5% | +32.0% | -1.4% | +2.2% |
| 10Y | +145.5% | +334.8% | -189.2% | -6.3% |
| All | +145.5% | +333.4% | -187.9% | -6.3% |
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