+200.4%
MLM vs ESTC
+23.0%
+177.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.1% | -2.2% |
| 7D | -4.1% | -11.5% | +7.4% | -2.5% |
| 30D | +8.2% | -7.5% | +15.7% | +9.1% |
| 3M | -3.6% | +23.1% | -26.6% | -7.4% |
| 6M | -15.6% | +75.3% | -90.8% | -23.6% |
| YTD | -16.4% | +14.1% | -30.5% | -19.9% |
| 1Y | -14.3% | -0.6% | -13.8% | -16.3% |
| 3Y | +19.3% | +20.8% | -1.5% | +6.4% |
| 5Y | +29.6% | -48.8% | +78.3% | +25.6% |
| All | +200.4% | +23.0% | +177.4% | +108.5% |
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