+84.6%
ED vs MLM
+30.6%
+53.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.1% | +1.6% |
| 7D | +5.2% | -1.2% | +6.4% | +5.3% |
| 30D | +15.5% | +7.9% | +7.6% | +14.4% |
| 3M | +13.0% | -4.5% | +17.5% | +13.5% |
| 6M | +13.1% | -12.6% | +25.8% | +14.7% |
| YTD | +25.3% | -14.9% | +40.1% | +27.1% |
| 1Y | +30.5% | -13.1% | +43.6% | +31.9% |
| 3Y | +49.3% | +21.2% | +28.1% | +41.1% |
| 5Y | +84.6% | +32.0% | +52.6% | +66.6% |
| All | +84.6% | +30.6% | +53.9% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling