+235.9%
ET vs MLM
+41.9%
+194.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | 0.0% |
| 7D | +0.9% | -2.9% | +3.8% | +1.5% |
| 30D | +7.5% | -6.8% | +14.3% | +9.0% |
| 3M | +11.4% | -11.2% | +22.6% | +13.9% |
| 6M | +18.5% | -21.8% | +40.4% | +24.8% |
| YTD | +37.4% | -17.0% | +54.4% | +41.8% |
| 1Y | +30.9% | -16.4% | +47.3% | +34.5% |
| 3Y | +98.7% | +14.5% | +84.3% | +83.3% |
| All | +235.9% | +41.9% | +194.0% | +186.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling