+197.7%
ECL vs MLM
+167.5%
+30.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +0.9% |
| 7D | -0.5% | -3.8% | +3.3% | +1.2% |
| 30D | +8.8% | +11.0% | -2.2% | +3.8% |
| 3M | +7.8% | -3.1% | +10.9% | +9.1% |
| 6M | +21.3% | -9.8% | +31.1% | +26.3% |
| YTD | +17.8% | -14.4% | +32.1% | +24.8% |
| 1Y | +21.1% | -12.6% | +33.6% | +27.0% |
| 3Y | +80.1% | +19.7% | +60.3% | +59.9% |
| 5Y | +40.5% | +29.8% | +10.7% | +18.0% |
| 10Y | +197.7% | +153.5% | +44.2% | +73.9% |
| All | +197.7% | +167.5% | +30.3% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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