+207.8%
MLM vs ESTC
+28.9%
+178.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.4% | +1.8% |
| 7D | -3.8% | -1.2% | -2.7% | -3.7% |
| 30D | +11.0% | -8.1% | +19.1% | +12.1% |
| 3M | -3.1% | +20.2% | -23.2% | -6.5% |
| 6M | -9.8% | +72.7% | -82.5% | -18.1% |
| YTD | -14.4% | +19.6% | -34.0% | -18.5% |
| 1Y | -12.6% | +0.3% | -12.8% | -14.6% |
| 3Y | +19.7% | +22.8% | -3.1% | +6.7% |
| 5Y | +29.8% | -50.9% | +80.6% | +27.0% |
| All | +207.8% | +28.9% | +178.9% | +112.2% |
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