+268.4%
ELV vs MLM
+149.0%
+119.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | +3.8% | -2.9% | +6.7% | +4.7% |
| 30D | +4.1% | +10.4% | -6.3% | +1.0% |
| 3M | +8.5% | -3.7% | +12.2% | +9.4% |
| 6M | +14.6% | -10.3% | +24.9% | +17.3% |
| YTD | +24.4% | -14.8% | +39.2% | +28.7% |
| 1Y | +44.2% | -13.9% | +58.1% | +48.8% |
| 3Y | -1.4% | +18.4% | -19.8% | -9.9% |
| 5Y | +8.8% | +31.8% | -23.0% | -6.2% |
| 10Y | +268.4% | +143.4% | +125.0% | +136.1% |
| All | +268.4% | +149.0% | +119.4% | +136.1% |
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