+145.5%
MLM vs MDY
+173.8%
-28.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.5% |
| 7D | -5.8% | +0.2% | -6.0% | -6.0% |
| 30D | +9.8% | +2.1% | +7.7% | +7.6% |
| 3M | -5.2% | -3.6% | -1.5% | -1.7% |
| 6M | -10.3% | +1.7% | -12.0% | -11.6% |
| YTD | -15.5% | +13.8% | -29.3% | -25.2% |
| 1Y | -15.0% | +15.5% | -30.6% | -25.9% |
| 3Y | +17.5% | +58.3% | -40.9% | -25.7% |
| 5Y | +30.5% | +37.4% | -6.9% | -4.9% |
| 10Y | +145.5% | +171.0% | -25.5% | -16.9% |
| All | +145.5% | +173.8% | -28.3% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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