+373.4%
ETR vs MLM
+149.0%
+224.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +2.6% | -2.9% | +5.4% | +3.3% |
| 30D | +8.7% | +10.4% | -1.8% | +5.8% |
| 3M | +6.4% | -3.7% | +10.1% | +7.2% |
| 6M | +0.7% | -10.3% | +11.0% | +3.0% |
| YTD | +23.0% | -14.8% | +37.9% | +27.0% |
| 1Y | +17.9% | -13.9% | +31.8% | +21.3% |
| 3Y | +154.9% | +18.4% | +136.5% | +137.8% |
| 5Y | +157.3% | +31.8% | +125.5% | +128.6% |
| 10Y | +373.4% | +143.4% | +229.9% | +236.7% |
| All | +373.4% | +149.0% | +224.4% | +236.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling