+26.5%
MLM vs DTE
+46.4%
-19.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -0.9% | +3.4% | -4.3% | -2.2% |
| 30D | +9.0% | +8.9% | +0.1% | +5.5% |
| 3M | -5.6% | +1.1% | -6.6% | -6.0% |
| 6M | -10.7% | +0.1% | -10.8% | -10.8% |
| YTD | -17.2% | +11.1% | -28.2% | -20.6% |
| 1Y | -14.2% | +4.9% | -19.2% | -16.0% |
| 3Y | +15.6% | +58.6% | -42.9% | -5.5% |
| All | +26.5% | +46.4% | -19.9% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling