+206.2%
MLM vs MDY
+170.4%
+35.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | +0.1% |
| 7D | +1.4% | +1.0% | +0.4% | +0.4% |
| 30D | -6.5% | -3.1% | -3.4% | -3.6% |
| 3M | -7.4% | +1.8% | -9.3% | -8.9% |
| 6M | -15.8% | +10.8% | -26.6% | -23.6% |
| YTD | -17.4% | +14.4% | -31.9% | -27.3% |
| 1Y | -17.9% | +15.2% | -33.1% | -28.3% |
| 3Y | +18.9% | +51.2% | -32.3% | -21.4% |
| 5Y | +43.4% | +47.2% | -3.8% | -2.6% |
| 10Y | +206.2% | +171.1% | +35.1% | +4.1% |
| All | +206.2% | +170.4% | +35.8% | +4.1% |
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