+48.6%
ED vs MLM
+20.9%
+27.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.1% | +1.3% |
| 7D | +5.2% | -1.2% | +6.4% | +5.2% |
| 30D | +15.5% | +7.9% | +7.6% | +15.0% |
| 3M | +13.0% | -4.5% | +17.5% | +13.3% |
| 6M | +13.1% | -12.6% | +25.8% | +13.9% |
| YTD | +25.3% | -14.9% | +40.1% | +25.9% |
| 1Y | +30.5% | -13.1% | +43.6% | +31.0% |
| All | +48.6% | +20.9% | +27.6% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling