+156.6%
ETR vs MLM
+18.0%
+138.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.4% |
| 7D | +0.1% | -5.8% | +5.9% | +1.3% |
| 30D | +7.7% | +9.8% | -2.1% | +5.7% |
| 3M | +5.7% | -5.2% | +10.9% | +6.8% |
| 6M | -0.3% | -10.3% | +10.0% | +1.6% |
| YTD | +23.4% | -15.5% | +38.8% | +26.8% |
| 1Y | +18.5% | -15.0% | +33.5% | +21.7% |
| All | +156.6% | +18.0% | +138.6% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling