+43.5%
MLM vs ESTC
-46.4%
+89.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +1.7% |
| 7D | -2.9% | -8.1% | +5.2% | -1.9% |
| 30D | -6.8% | +31.7% | -38.5% | -10.6% |
| 3M | -11.2% | +41.1% | -52.3% | -15.8% |
| 6M | -21.8% | +77.1% | -98.9% | -28.6% |
| YTD | -17.0% | +21.7% | -38.7% | -20.3% |
| 1Y | -16.4% | +8.4% | -24.7% | -18.7% |
| 3Y | +14.5% | +23.6% | -9.1% | +2.6% |
| All | +43.5% | -46.4% | +89.9% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling