+3,743.5%
MLM vs EL
+1,750.9%
+1,992.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.9% | -1.2% | -4.0% |
| 7D | -1.2% | -1.1% | -0.2% | -1.0% |
| 30D | +7.9% | +15.3% | -7.4% | +3.2% |
| 3M | -4.5% | +24.2% | -28.7% | -11.1% |
| 6M | -12.6% | +30.9% | -43.5% | -20.4% |
| YTD | -14.9% | +3.9% | -18.7% | -18.3% |
| 1Y | -13.1% | +19.9% | -32.9% | -20.4% |
| 3Y | +21.2% | +2.5% | +18.7% | +8.0% |
| 5Y | +32.0% | -66.7% | +98.7% | +67.1% |
| 10Y | +195.3% | +54.9% | +140.5% | +122.0% |
| All | +3,743.5% | +1,750.9% | +1,992.6% | +1,419.2% |
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 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