+151.6%
ECL vs MLM
+199.9%
-48.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -2.6% | -2.9% | +0.3% | -1.4% |
| 30D | -2.2% | -6.8% | +4.7% | +0.8% |
| 3M | +10.1% | -11.2% | +21.3% | +15.6% |
| 6M | -5.7% | -21.8% | +16.1% | +4.5% |
| YTD | +7.0% | -17.0% | +23.9% | +14.9% |
| 1Y | +2.7% | -16.4% | +19.0% | +9.8% |
| 3Y | +57.7% | +14.5% | +43.2% | +43.1% |
| 5Y | +31.1% | +41.7% | -10.6% | +6.7% |
| All | +151.6% | +199.9% | -48.3% | +45.1% |
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