+1,291.2%
ET vs MLM
+656.0%
+635.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.8% | +0.6% |
| 7D | -8.1% | -1.2% | -6.9% | -7.8% |
| 30D | -7.5% | +7.9% | -15.4% | -10.5% |
| 3M | -4.1% | -4.5% | +0.4% | -2.9% |
| 6M | -2.7% | -12.6% | +10.0% | +1.0% |
| YTD | +22.6% | -14.9% | +37.5% | +27.5% |
| 1Y | +22.0% | -13.1% | +35.1% | +25.6% |
| 3Y | +72.8% | +21.2% | +51.6% | +52.2% |
| 5Y | +201.4% | +32.0% | +169.4% | +148.9% |
| 10Y | +211.8% | +195.3% | +16.4% | +74.7% |
| All | +1,291.2% | +656.0% | +635.3% | +429.8% |
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