+155.0%
ETSY vs MLM
+296.0%
-141.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.9% | -7.2% |
| 7D | -8.5% | -2.9% | -5.6% | -7.3% |
| 30D | -10.9% | -6.8% | -4.1% | -8.1% |
| 3M | +14.1% | -11.2% | +25.3% | +19.6% |
| 6M | +37.5% | -21.8% | +59.3% | +52.0% |
| YTD | +38.0% | -17.0% | +55.0% | +48.9% |
| 1Y | +46.5% | -16.4% | +62.9% | +57.4% |
| 3Y | +2.5% | +14.5% | -12.0% | -5.8% |
| 5Y | -65.3% | +41.7% | -107.0% | -70.6% |
| 10Y | +451.6% | +200.0% | +251.6% | +234.6% |
| All | +155.0% | +296.0% | -141.0% | +38.3% |
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