+181.2%
MLM vs EL
+56.3%
+125.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.1% | -2.5% |
| 7D | -4.1% | +0.8% | -4.9% | -4.4% |
| 30D | +8.2% | +16.5% | -8.4% | +3.4% |
| 3M | -3.6% | +29.2% | -32.8% | -10.9% |
| 6M | -15.6% | +27.9% | -43.5% | -22.1% |
| YTD | -16.4% | +6.2% | -22.6% | -20.1% |
| 1Y | -14.3% | +27.2% | -41.5% | -22.6% |
| 3Y | +19.3% | +3.2% | +16.1% | +6.2% |
| 5Y | +29.6% | -66.0% | +95.6% | +83.1% |
| All | +181.2% | +56.3% | +125.0% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling