+206.0%
MLM vs ESTC
+20.3%
+185.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.1% | +0.9% | -4.3% |
| 7D | -1.2% | -18.5% | +17.3% | +1.6% |
| 30D | +7.9% | -11.0% | +18.9% | +9.5% |
| 3M | -4.5% | +20.8% | -25.2% | -8.0% |
| 6M | -12.6% | +67.9% | -80.5% | -20.5% |
| YTD | -14.9% | +11.6% | -26.5% | -18.1% |
| 1Y | -13.1% | -3.3% | -9.8% | -14.7% |
| 3Y | +21.2% | +16.4% | +4.8% | +8.7% |
| 5Y | +32.0% | -49.9% | +81.9% | +28.4% |
| All | +206.0% | +20.3% | +185.7% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling