-15.0%
MLM vs DOV
+17.6%
-32.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.6% |
| 3M | -5.2% | +2.2% | -7.4% | -6.2% |
| 6M | -10.3% | -2.9% | -7.3% | -8.9% |
| YTD | -15.5% | +9.6% | -25.1% | -19.9% |
| 1Y | -15.0% | +16.7% | -31.7% | -22.5% |
| All | -15.0% | +17.6% | -32.6% | -22.5% |
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