+15.6%
MLM vs DOV
+65.5%
-49.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -0.9% | +3.0% | -3.9% | -2.3% |
| 30D | +9.0% | +8.6% | +0.4% | +4.6% |
| 3M | -5.6% | +1.9% | -7.4% | -6.5% |
| 6M | -10.7% | -1.7% | -9.0% | -10.2% |
| YTD | -17.2% | +8.3% | -25.5% | -20.6% |
| 1Y | -14.2% | +16.6% | -30.8% | -20.7% |
| 3Y | +15.6% | +65.1% | -49.5% | -7.0% |
| All | +15.6% | +65.5% | -49.9% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling