+32.0%
MLM vs ES
+5.0%
+27.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.1% | -7.2% | -5.7% |
| 7D | -1.2% | +5.9% | -7.1% | -2.8% |
| 30D | +7.9% | +10.2% | -2.3% | +5.1% |
| 3M | -4.5% | +0.4% | -4.9% | -4.7% |
| 6M | -12.6% | +6.9% | -19.5% | -14.3% |
| YTD | -14.9% | +10.5% | -25.4% | -17.3% |
| 1Y | -13.1% | +3.2% | -16.3% | -14.4% |
| 3Y | +21.2% | +49.0% | -27.8% | +4.1% |
| 5Y | +32.0% | +4.5% | +27.5% | +31.3% |
| All | +32.0% | +5.0% | +27.0% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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