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  • MLM vs DRI✓SelectedUSD · DRIMLM vs DRI performance historyLatest closeAs of+1.15%09/04
Stock and ETF performance explorer

MLM vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,490.4%
DRI return
+7,577.6%
Excess return
-4,087.2%
Maximum drawdown
-63.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
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%-8.1%
3M-11.2%+13.0%-24.2%-14.8%
6M-21.8%+8.3%-30.1%-24.1%
YTD-17.0%+20.6%-37.6%-22.4%
1Y-16.4%+6.5%-22.8%-18.9%
3Y+14.5%+53.7%-39.2%-3.1%
5Y+41.7%+72.7%-30.9%+14.3%
10Y+200.0%+363.2%-163.1%+63.0%
All+3,490.4%+7,577.6%-4,087.2%+979.1%

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