+141.8%
ED vs MLM
+140.5%
+1.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -0.9% | -5.8% | +4.9% | -0.1% |
| 30D | +11.2% | +9.8% | +1.3% | +9.7% |
| 3M | +11.8% | -5.2% | +17.0% | +12.5% |
| 6M | +14.1% | -10.3% | +24.4% | +15.4% |
| YTD | +23.0% | -15.5% | +38.4% | +25.0% |
| 1Y | +23.7% | -15.0% | +38.7% | +25.6% |
| 3Y | +47.7% | +17.5% | +30.3% | +41.9% |
| 5Y | +82.6% | +30.5% | +52.1% | +70.4% |
| 10Y | +141.8% | +145.5% | -3.8% | +99.2% |
| All | +141.8% | +140.5% | +1.2% | +99.2% |
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