-6.8%
ELF vs MLM
-14.6%
+7.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.2% | +1.8% | -1.2% |
| 7D | -2.7% | -1.2% | -1.5% | -2.3% |
| 30D | +6.9% | +7.9% | -1.1% | +3.2% |
| 3M | +27.2% | -4.5% | +31.6% | +28.9% |
| 6M | +84.9% | -12.6% | +97.5% | +93.3% |
| YTD | +44.5% | -14.9% | +59.3% | +39.1% |
| 1Y | -6.8% | -13.1% | +6.3% | -15.2% |
| All | -6.8% | -14.6% | +7.8% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling