+21.5%
MLM vs EL
+1.5%
+20.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.9% | -1.2% | -4.6% |
| 7D | -1.2% | -1.1% | -0.2% | -1.1% |
| 30D | +7.9% | +15.3% | -7.4% | +5.8% |
| 3M | -4.5% | +24.2% | -28.7% | -7.4% |
| 6M | -12.6% | +30.9% | -43.5% | -16.0% |
| YTD | -14.9% | +3.9% | -18.7% | -16.6% |
| 1Y | -13.1% | +19.9% | -32.9% | -16.2% |
| All | +21.5% | +1.5% | +20.0% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling