+145.5%
MLM vs DTE
+151.0%
-5.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | -5.8% | +1.6% | -7.4% | -6.6% |
| 30D | +9.8% | +9.1% | +0.7% | +4.7% |
| 3M | -5.2% | +2.4% | -7.6% | -6.5% |
| 6M | -10.3% | -0.2% | -10.0% | -10.4% |
| YTD | -15.5% | +11.0% | -26.5% | -20.7% |
| 1Y | -15.0% | +3.4% | -18.4% | -17.1% |
| 3Y | +17.5% | +57.1% | -39.6% | -12.0% |
| 5Y | +30.5% | +46.6% | -16.0% | 0.0% |
| 10Y | +145.5% | +151.3% | -5.8% | +53.0% |
| All | +145.5% | +151.0% | -5.5% | +53.0% |
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