+19.3%
MLM vs ESI
+67.9%
-48.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.8% | -2.3% |
| 7D | -4.1% | -8.5% | +4.4% | -2.0% |
| 30D | +8.2% | -15.7% | +23.8% | +12.6% |
| 3M | -3.6% | -18.2% | +14.7% | +1.0% |
| 6M | -15.6% | -28.8% | +13.3% | -8.9% |
| YTD | -16.4% | +26.3% | -42.7% | -26.1% |
| 1Y | -14.3% | +18.2% | -32.6% | -22.7% |
| 3Y | +19.3% | +68.1% | -48.8% | -7.2% |
| All | +19.3% | +67.9% | -48.6% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling