+1,640.7%
ED vs MLM
+2,961.7%
-1,321.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.5% |
| 7D | -0.2% | -2.9% | +2.7% | +0.2% |
| 30D | -0.1% | -6.8% | +6.7% | +0.7% |
| 3M | +3.9% | -11.2% | +15.2% | +5.3% |
| 6M | -3.0% | -21.8% | +18.8% | -0.2% |
| YTD | +10.7% | -17.0% | +27.7% | +12.8% |
| 1Y | +13.3% | -16.4% | +29.7% | +15.3% |
| 3Y | +34.5% | +14.5% | +20.0% | +30.4% |
| 5Y | +67.1% | +41.7% | +25.4% | +56.1% |
| 10Y | +103.0% | +200.0% | -97.0% | +66.7% |
| All | +1,640.7% | +2,961.7% | -1,321.0% | +920.7% |
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