-16.4%
MLM vs DRI
+6.9%
-23.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.3% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | -6.8% | +3.8% | -10.7% | -7.7% |
| 3M | -11.2% | +13.0% | -24.2% | -13.2% |
| 6M | -21.8% | +8.3% | -30.1% | -23.3% |
| YTD | -17.0% | +20.6% | -37.6% | -19.8% |
| 1Y | -16.4% | +6.5% | -22.8% | -20.9% |
| All | -16.4% | +6.9% | -23.3% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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