+1,458.7%
ET vs MLM
+637.3%
+821.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.2% |
| 7D | +0.9% | -2.9% | +3.8% | +2.0% |
| 30D | +7.5% | -6.8% | +14.3% | +10.2% |
| 3M | +11.4% | -11.2% | +22.6% | +15.7% |
| 6M | +18.5% | -21.8% | +40.4% | +28.6% |
| YTD | +37.4% | -17.0% | +54.4% | +44.8% |
| 1Y | +30.9% | -16.4% | +47.3% | +37.1% |
| 3Y | +98.7% | +14.5% | +84.3% | +79.0% |
| 5Y | +230.7% | +41.7% | +189.0% | +164.9% |
| 10Y | +175.6% | +200.0% | -24.5% | +53.9% |
| All | +1,458.7% | +637.3% | +821.4% | +501.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling