+2,407.2%
ETR vs MLM
+2,961.7%
-554.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +1.4% | -2.9% | +4.3% | +1.9% |
| 30D | +1.0% | -6.8% | +7.8% | +2.2% |
| 3M | -1.3% | -11.2% | +10.0% | +0.6% |
| 6M | +1.9% | -21.8% | +23.7% | +6.1% |
| YTD | +18.2% | -17.0% | +35.1% | +21.5% |
| 1Y | +24.7% | -16.4% | +41.0% | +28.0% |
| 3Y | +150.7% | +14.5% | +136.2% | +141.4% |
| 5Y | +127.0% | +41.7% | +85.3% | +108.2% |
| 10Y | +295.5% | +200.0% | +95.4% | +209.9% |
| All | +2,407.2% | +2,961.7% | -554.5% | +1,330.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling