+74.7%
ET vs MLM
+20.9%
+53.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.8% | -0.8% |
| 7D | -8.1% | -1.2% | -6.9% | -8.0% |
| 30D | -7.5% | +7.9% | -15.4% | -8.4% |
| 3M | -4.1% | -4.5% | +0.4% | -3.6% |
| 6M | -2.7% | -12.6% | +10.0% | -0.9% |
| YTD | +22.6% | -14.9% | +37.5% | +24.8% |
| 1Y | +22.0% | -13.1% | +35.1% | +23.4% |
| All | +74.7% | +20.9% | +53.8% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling