+255.0%
ELF vs MLM
+41.9%
+213.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.4% |
| 7D | +5.4% | -2.9% | +8.3% | +7.1% |
| 30D | +27.0% | -6.8% | +33.8% | +32.1% |
| 3M | +113.2% | -11.2% | +124.4% | +126.0% |
| 6M | +36.6% | -21.8% | +58.4% | +56.1% |
| YTD | +44.2% | -17.0% | +61.2% | +57.6% |
| 1Y | -18.0% | -16.4% | -1.6% | -10.8% |
| 3Y | -19.9% | +14.5% | -34.4% | -30.7% |
| All | +255.0% | +41.9% | +213.1% | +166.2% |
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 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