+3,648.4%
MLM vs EL
+1,685.7%
+1,962.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.8% | +0.3% |
| 7D | -2.9% | +0.8% | -3.7% | -3.1% |
| 30D | -6.8% | +19.8% | -26.7% | -12.1% |
| 3M | -11.2% | +25.7% | -36.9% | -17.5% |
| 6M | -21.8% | +5.4% | -27.3% | -24.2% |
| YTD | -17.0% | +0.2% | -17.2% | -19.2% |
| 1Y | -16.4% | +20.4% | -36.8% | -23.7% |
| 3Y | +14.5% | -32.1% | +46.6% | +15.9% |
| 5Y | +41.7% | -67.2% | +108.9% | +80.3% |
| 10Y | +200.0% | +31.7% | +168.3% | +137.6% |
| All | +3,648.4% | +1,685.7% | +1,962.7% | +1,401.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling