-13.9%
MLM vs DOV
+18.0%
-31.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.3% |
| 7D | -2.9% | -0.7% | -2.1% | -2.5% |
| 30D | +10.4% | +12.3% | -1.8% | +3.7% |
| 3M | -3.7% | +1.2% | -4.9% | -4.3% |
| 6M | -10.3% | -3.1% | -7.2% | -8.8% |
| YTD | -14.8% | +9.4% | -24.2% | -19.2% |
| 1Y | -13.9% | +17.6% | -31.5% | -21.8% |
| All | -13.9% | +18.0% | -31.8% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling