+206.1%
MLM vs DOV
+284.4%
-78.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | -2.9% | -2.7% | -0.2% | -1.2% |
| 30D | -6.8% | -8.1% | +1.3% | -1.6% |
| 3M | -11.2% | -9.4% | -1.8% | -5.9% |
| 6M | -21.8% | -12.6% | -9.2% | -15.2% |
| YTD | -17.0% | -0.5% | -16.5% | -17.5% |
| 1Y | -16.4% | +9.2% | -25.6% | -22.3% |
| 3Y | +14.5% | +34.1% | -19.6% | -10.0% |
| 5Y | +41.7% | +17.3% | +24.5% | +20.6% |
| All | +206.1% | +284.4% | -78.3% | +22.9% |
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