+196.8%
ECL vs MLM
+185.4%
+11.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.9% |
| 7D | -0.8% | -4.1% | +3.4% | +1.1% |
| 30D | +8.1% | +8.2% | -0.1% | +4.4% |
| 3M | +6.4% | -3.6% | +9.9% | +7.8% |
| 6M | +14.8% | -15.6% | +30.3% | +22.9% |
| YTD | +15.5% | -16.4% | +31.9% | +23.6% |
| 1Y | +20.1% | -14.3% | +34.5% | +27.1% |
| 3Y | +77.8% | +19.3% | +58.4% | +58.4% |
| 5Y | +37.9% | +29.6% | +8.3% | +16.3% |
| All | +196.8% | +185.4% | +11.3% | +75.5% |
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