+43.5%
MLM vs DRI
+72.9%
-29.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.3% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | -6.8% | +3.8% | -10.7% | -8.2% |
| 3M | -11.2% | +13.0% | -24.2% | -15.2% |
| 6M | -21.8% | +8.3% | -30.1% | -24.4% |
| YTD | -17.0% | +20.6% | -37.6% | -23.2% |
| 1Y | -16.4% | +6.5% | -22.8% | -19.2% |
| 3Y | +14.5% | +53.7% | -39.2% | -7.2% |
| All | +43.5% | +72.9% | -29.4% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling