+3,091.3%
MLM vs DOV
+3,270.6%
-179.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.5% | -2.2% |
| 7D | -4.1% | -1.9% | -2.2% | -3.1% |
| 30D | +8.2% | +8.3% | -0.1% | +3.7% |
| 3M | -3.6% | -3.1% | -0.5% | -2.1% |
| 6M | -15.6% | -9.8% | -5.7% | -11.2% |
| YTD | -16.4% | +5.2% | -21.6% | -19.1% |
| 1Y | -14.3% | +15.3% | -29.7% | -21.1% |
| 3Y | +19.3% | +58.8% | -39.5% | -8.8% |
| 5Y | +29.6% | +26.6% | +3.0% | +10.9% |
| 10Y | +189.9% | +351.6% | -161.7% | +31.4% |
| All | +3,091.3% | +3,270.6% | -179.2% | +610.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling