+145.5%
MLM vs EL
+63.7%
+81.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -5.8% | +0.3% | -6.1% | -5.9% |
| 30D | +9.8% | +12.3% | -2.4% | +6.1% |
| 3M | -5.2% | +28.4% | -33.6% | -12.3% |
| 6M | -10.3% | +36.7% | -47.0% | -18.8% |
| YTD | -15.5% | +8.4% | -23.8% | -19.6% |
| 1Y | -15.0% | +25.4% | -40.5% | -22.9% |
| 3Y | +17.5% | +3.4% | +14.0% | +4.7% |
| 5Y | +30.5% | -64.8% | +95.3% | +82.3% |
| 10Y | +145.5% | +63.0% | +82.5% | +87.9% |
| All | +145.5% | +63.7% | +81.8% | +87.9% |
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