+317.5%
ELF vs MLM
+190.7%
+126.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.2% | +1.8% | -0.8% |
| 7D | -2.7% | -1.2% | -1.5% | -2.2% |
| 30D | +6.9% | +7.9% | -1.1% | +2.8% |
| 3M | +27.2% | -4.5% | +31.6% | +29.6% |
| 6M | +84.9% | -12.6% | +97.5% | +95.2% |
| YTD | +44.5% | -14.9% | +59.3% | +53.6% |
| 1Y | -6.8% | -13.1% | +6.3% | -1.7% |
| 3Y | +14.2% | +21.2% | -7.0% | +1.5% |
| 5Y | +250.6% | +32.0% | +218.6% | +196.2% |
| All | +317.5% | +190.7% | +126.8% | +152.1% |
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 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