+372.7%
ETR vs MLM
+138.2%
+234.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.2% | -0.9% | +2.0% | +1.4% |
| 30D | +7.0% | +9.0% | -2.0% | +4.6% |
| 3M | +4.6% | -5.6% | +10.2% | +5.9% |
| 6M | +0.1% | -10.7% | +10.8% | +2.5% |
| YTD | +23.2% | -17.2% | +40.3% | +28.1% |
| 1Y | +20.6% | -14.2% | +34.8% | +24.2% |
| 3Y | +156.3% | +15.6% | +140.7% | +140.5% |
| 5Y | +159.6% | +26.2% | +133.4% | +133.4% |
| All | +372.7% | +138.2% | +234.5% | +238.2% |
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