+201.0%
ET vs MLM
+23.5%
+177.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.8% |
| 7D | -7.9% | -4.1% | -3.8% | -7.1% |
| 30D | -5.9% | +8.2% | -14.1% | -7.7% |
| 3M | -5.2% | -3.6% | -1.7% | -4.7% |
| 6M | +0.3% | -15.6% | +15.8% | +3.6% |
| YTD | +23.1% | -16.4% | +39.5% | +26.8% |
| 1Y | +22.7% | -14.3% | +37.1% | +25.4% |
| 3Y | +75.4% | +19.3% | +56.1% | +58.9% |
| All | +201.0% | +23.5% | +177.5% | +158.5% |
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