+158.7%
ETR vs MLM
+30.7%
+128.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.4% |
| 7D | +0.1% | -5.8% | +5.9% | +1.5% |
| 30D | +7.7% | +9.8% | -2.1% | +5.2% |
| 3M | +5.7% | -5.2% | +10.9% | +6.9% |
| 6M | -0.3% | -10.3% | +10.0% | +1.9% |
| YTD | +23.4% | -15.5% | +38.8% | +27.4% |
| 1Y | +18.5% | -15.0% | +33.5% | +22.2% |
| 3Y | +155.6% | +17.5% | +138.1% | +137.2% |
| 5Y | +158.7% | +30.5% | +128.1% | +122.0% |
| All | +158.7% | +30.7% | +128.0% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling