+32.0%
MLM vs DRI
+77.7%
-45.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.3% | -4.8% |
| 7D | -1.2% | +3.7% | -4.9% | -2.6% |
| 30D | +7.9% | +13.5% | -5.5% | +3.0% |
| 3M | -4.5% | +10.4% | -14.8% | -8.2% |
| 6M | -12.6% | +19.5% | -32.1% | -18.6% |
| YTD | -14.9% | +28.2% | -43.1% | -23.4% |
| 1Y | -13.1% | +31.0% | -44.1% | -22.6% |
| 3Y | +21.2% | +67.1% | -45.9% | -6.2% |
| 5Y | +32.0% | +74.7% | -42.7% | -1.7% |
| All | +32.0% | +77.7% | -45.7% | -1.7% |
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