+35.1%
ELV vs MLM
-15.9%
+50.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | +3.3% | -2.9% | +6.2% | +3.6% |
| 30D | +4.2% | -6.8% | +11.0% | +4.9% |
| 3M | -0.1% | -11.2% | +11.2% | +1.1% |
| 6M | +41.3% | -21.8% | +63.1% | +46.9% |
| YTD | +17.4% | -17.0% | +34.4% | +18.9% |
| 1Y | +35.1% | -16.4% | +51.4% | +36.6% |
| All | +35.1% | -15.9% | +50.9% | +36.6% |
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