+143.4%
MLM vs DRI
+343.2%
-199.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -2.9% | +4.2% | -7.1% | -4.4% |
| 30D | +10.4% | +15.7% | -5.3% | +4.5% |
| 3M | -3.7% | +5.8% | -9.5% | -6.0% |
| 6M | -10.3% | +18.4% | -28.7% | -16.2% |
| YTD | -14.8% | +28.2% | -43.0% | -23.3% |
| 1Y | -13.9% | +35.9% | -49.8% | -24.3% |
| 3Y | +18.4% | +67.7% | -49.4% | -6.6% |
| 5Y | +31.8% | +77.9% | -46.1% | +0.3% |
| 10Y | +143.4% | +338.7% | -195.3% | +16.0% |
| All | +143.4% | +343.2% | -199.8% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling