+272.8%
ELV vs MLM
+167.5%
+105.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.5% |
| 7D | +1.1% | -3.8% | +5.0% | +2.3% |
| 30D | +1.3% | +11.0% | -9.7% | -1.9% |
| 3M | +6.6% | -3.1% | +9.6% | +7.2% |
| 6M | +11.6% | -9.8% | +21.3% | +14.0% |
| YTD | +21.1% | -14.4% | +35.4% | +25.1% |
| 1Y | +34.2% | -12.6% | +46.8% | +37.8% |
| 3Y | -2.9% | +19.7% | -22.7% | -11.6% |
| 5Y | +4.6% | +29.8% | -25.1% | -9.3% |
| 10Y | +272.8% | +153.5% | +119.3% | +135.2% |
| All | +272.8% | +167.5% | +105.4% | +135.2% |
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 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