-15.0%
MLM vs ESI
+23.9%
-38.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.7% | -1.5% |
| 7D | -5.8% | +1.8% | -7.7% | -6.2% |
| 30D | +9.8% | -6.6% | +16.4% | +10.8% |
| 3M | -5.2% | -9.4% | +4.2% | -3.9% |
| 6M | -10.3% | -24.1% | +13.8% | -5.9% |
| YTD | -15.5% | +37.1% | -52.6% | -25.5% |
| 1Y | -15.0% | +24.5% | -39.6% | -23.4% |
| All | -15.0% | +23.9% | -38.9% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling