+474.7%
MLM vs ESI
+224.6%
+250.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.2% |
| 7D | -2.9% | +3.3% | -6.2% | -4.0% |
| 30D | -6.8% | -5.9% | -1.0% | -5.1% |
| 3M | -11.2% | -14.1% | +2.9% | -7.8% |
| 6M | -21.8% | +6.6% | -28.4% | -25.3% |
| YTD | -17.0% | +45.0% | -62.0% | -29.0% |
| 1Y | -16.4% | +41.5% | -57.8% | -28.3% |
| 3Y | +14.5% | +78.8% | -64.3% | -11.6% |
| 5Y | +41.7% | +70.9% | -29.1% | +9.9% |
| 10Y | +200.0% | +317.1% | -117.0% | +69.6% |
| All | +474.7% | +224.6% | +250.1% | +264.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling