+199.8%
ETSY vs MLM
+298.6%
-98.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.9% |
| 7D | +1.1% | -4.1% | +5.2% | +3.2% |
| 30D | +25.8% | +8.2% | +17.6% | +21.5% |
| 3M | +9.3% | -3.6% | +12.9% | +11.0% |
| 6M | +38.4% | -15.6% | +54.0% | +48.5% |
| YTD | +62.2% | -16.4% | +78.6% | +74.7% |
| 1Y | +58.3% | -14.3% | +72.7% | +68.6% |
| 3Y | +42.6% | +19.3% | +23.2% | +29.0% |
| 5Y | -65.4% | +29.6% | -95.0% | -69.9% |
| 10Y | +685.4% | +189.9% | +495.5% | +383.3% |
| All | +199.8% | +298.6% | -98.9% | +62.2% |
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