+3,327.9%
MLM vs ES
+825.5%
+2,502.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.7% |
| 7D | +9.1% | +5.3% | +3.8% | +7.4% |
| 30D | +14.6% | +8.9% | +5.7% | +11.5% |
| 3M | +0.3% | -1.9% | +2.2% | +0.8% |
| 6M | -7.5% | +3.9% | -11.3% | -8.7% |
| YTD | -10.2% | +8.3% | -18.5% | -12.8% |
| 1Y | -10.5% | -0.1% | -10.3% | -11.2% |
| 3Y | +27.8% | +46.0% | -18.2% | +9.7% |
| 5Y | +38.9% | +3.1% | +35.9% | +32.9% |
| 10Y | +211.4% | +88.4% | +123.0% | +138.1% |
| All | +3,327.9% | +825.5% | +2,502.4% | +1,674.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling