+153.5%
MLM vs DTE
+138.9%
+14.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.1% |
| 7D | -3.8% | +1.8% | -5.7% | -4.8% |
| 30D | +11.0% | +9.0% | +2.0% | +5.9% |
| 3M | -3.1% | -0.2% | -2.9% | -3.1% |
| 6M | -9.8% | +0.1% | -9.9% | -10.0% |
| YTD | -14.4% | +10.0% | -24.3% | -19.2% |
| 1Y | -12.6% | +4.7% | -17.2% | -15.3% |
| 3Y | +19.7% | +55.7% | -35.9% | -9.7% |
| 5Y | +29.8% | +45.1% | -15.4% | -0.1% |
| 10Y | +153.5% | +145.1% | +8.4% | +61.0% |
| All | +153.5% | +138.9% | +14.6% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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