+313.8%
ELF vs MLM
+207.7%
+106.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.6% |
| 7D | +5.4% | -2.9% | +8.3% | +6.8% |
| 30D | +27.0% | -6.8% | +33.8% | +31.2% |
| 3M | +113.2% | -11.2% | +124.4% | +123.8% |
| 6M | +36.6% | -21.8% | +58.4% | +52.1% |
| YTD | +44.2% | -17.0% | +61.2% | +55.5% |
| 1Y | -18.0% | -16.4% | -1.6% | -11.9% |
| 3Y | -19.9% | +14.5% | -34.4% | -26.7% |
| 5Y | +257.7% | +41.7% | +215.9% | +194.7% |
| All | +313.8% | +207.7% | +106.2% | +155.5% |
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