+207.9%
MLM vs DTE
+136.5%
+71.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.5% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | -6.8% | -2.6% | -4.3% | -5.6% |
| 3M | -11.2% | -3.9% | -7.3% | -9.4% |
| 6M | -21.8% | -7.9% | -13.9% | -18.5% |
| YTD | -17.0% | +7.2% | -24.2% | -20.5% |
| 1Y | -16.4% | +3.1% | -19.4% | -18.3% |
| 3Y | +14.5% | +47.6% | -33.1% | -10.7% |
| 5Y | +41.7% | +32.7% | +9.0% | +15.9% |
| All | +207.9% | +136.5% | +71.3% | +97.7% |
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