+2,483.9%
ETR vs MLM
+2,981.8%
-498.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.6% |
| 7D | +0.4% | -4.1% | +4.5% | +1.1% |
| 30D | +7.5% | +8.2% | -0.6% | +6.0% |
| 3M | +4.4% | -3.6% | +8.0% | +5.0% |
| 6M | -1.5% | -15.6% | +14.0% | +1.1% |
| YTD | +21.8% | -16.4% | +38.2% | +25.0% |
| 1Y | +18.4% | -14.3% | +32.7% | +21.0% |
| 3Y | +148.5% | +19.3% | +129.2% | +137.6% |
| 5Y | +152.6% | +29.6% | +123.0% | +135.4% |
| 10Y | +354.5% | +189.9% | +164.5% | +257.8% |
| All | +2,483.9% | +2,981.8% | -498.0% | +1,370.9% |
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