+3,514.0%
MLM vs DRI
+7,978.2%
-4,464.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -4.1% | +2.8% | -6.9% | -5.0% |
| 30D | +8.2% | +13.3% | -5.1% | +3.9% |
| 3M | -3.6% | +8.2% | -11.8% | -6.3% |
| 6M | -15.6% | +17.5% | -33.1% | -20.2% |
| YTD | -16.4% | +26.9% | -43.3% | -23.3% |
| 1Y | -14.3% | +31.6% | -45.9% | -22.4% |
| 3Y | +19.3% | +67.0% | -47.6% | -1.8% |
| 5Y | +29.6% | +72.9% | -43.3% | +4.5% |
| 10Y | +189.9% | +371.3% | -181.4% | +56.3% |
| All | +3,514.0% | +7,978.2% | -4,464.2% | +966.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling