+8,466.6%
ECL vs MLM
+3,210.3%
+5,256.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +2.6% |
| 7D | +7.7% | +9.1% | -1.4% | +4.6% |
| 30D | +13.7% | +14.6% | -0.9% | +8.6% |
| 3M | +11.6% | +0.3% | +11.3% | +11.3% |
| 6M | +23.9% | -7.5% | +31.4% | +26.7% |
| YTD | +21.0% | -10.2% | +31.2% | +24.6% |
| 1Y | +23.1% | -10.5% | +33.6% | +26.9% |
| 3Y | +85.9% | +27.8% | +58.1% | +68.0% |
| 5Y | +46.1% | +38.9% | +7.2% | +27.7% |
| 10Y | +217.1% | +211.4% | +5.7% | +106.1% |
| All | +8,466.6% | +3,210.3% | +5,256.3% | +2,880.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling