+82.9%
ED vs MLM
+23.5%
+59.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.5% | -2.1% |
| 7D | +1.6% | -4.1% | +5.8% | +2.2% |
| 30D | +13.3% | +8.2% | +5.1% | +12.2% |
| 3M | +9.7% | -3.6% | +13.3% | +10.1% |
| 6M | +12.8% | -15.6% | +28.3% | +14.9% |
| YTD | +22.3% | -16.4% | +38.7% | +24.4% |
| 1Y | +26.3% | -14.3% | +40.6% | +27.9% |
| 3Y | +45.0% | +19.3% | +25.7% | +37.1% |
| All | +82.9% | +23.5% | +59.4% | +67.1% |
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