+201.8%
ECL vs MLM
+190.7%
+11.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.2% | -0.6% |
| 7D | +1.7% | -1.2% | +2.9% | +2.2% |
| 30D | +8.9% | +7.9% | +1.0% | +5.2% |
| 3M | +7.4% | -4.5% | +11.9% | +9.3% |
| 6M | +19.3% | -12.6% | +32.0% | +25.9% |
| YTD | +17.4% | -14.9% | +32.3% | +24.7% |
| 1Y | +19.4% | -13.1% | +32.5% | +25.6% |
| 3Y | +80.5% | +21.2% | +59.3% | +59.7% |
| 5Y | +40.2% | +32.0% | +8.2% | +17.3% |
| All | +201.8% | +190.7% | +11.1% | +77.0% |
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