+366.9%
ETR vs MLM
+167.5%
+199.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.5% |
| 7D | +1.7% | -3.8% | +5.6% | +2.7% |
| 30D | +8.7% | +11.0% | -2.3% | +5.8% |
| 3M | +4.9% | -3.1% | +8.0% | +5.5% |
| 6M | +0.8% | -9.8% | +10.6% | +2.9% |
| YTD | +23.1% | -14.4% | +37.5% | +27.0% |
| 1Y | +17.9% | -12.6% | +30.4% | +20.8% |
| 3Y | +154.5% | +19.7% | +134.8% | +136.8% |
| 5Y | +160.3% | +29.8% | +130.5% | +132.4% |
| 10Y | +366.9% | +153.5% | +213.4% | +231.4% |
| All | +366.9% | +167.5% | +199.5% | +231.4% |
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