+21.5%
MLM vs ESI
+64.8%
-43.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -8.0% | +2.9% | -3.1% |
| 7D | -1.2% | -13.1% | +11.9% | +2.3% |
| 30D | +7.9% | -18.5% | +26.4% | +13.5% |
| 3M | -4.5% | -19.6% | +15.1% | +0.5% |
| 6M | -12.6% | -29.8% | +17.1% | -5.4% |
| YTD | -14.9% | +23.9% | -38.7% | -24.3% |
| 1Y | -13.1% | +15.0% | -28.0% | -20.9% |
| All | +21.5% | +64.8% | -43.2% | -4.9% |
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