+32.0%
MLM vs EL
-65.9%
+97.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.9% | -1.2% | -4.4% |
| 7D | -1.2% | -1.1% | -0.2% | -1.0% |
| 30D | +7.9% | +15.3% | -7.4% | +4.9% |
| 3M | -4.5% | +24.2% | -28.7% | -8.8% |
| 6M | -12.6% | +30.9% | -43.5% | -17.6% |
| YTD | -14.9% | +3.9% | -18.7% | -17.0% |
| 1Y | -13.1% | +19.9% | -32.9% | -17.8% |
| 3Y | +21.2% | +2.5% | +18.7% | +11.4% |
| 5Y | +32.0% | -66.7% | +98.7% | +90.6% |
| All | +32.0% | -65.9% | +97.9% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling