+124.6%
EEM vs MLM
+206.1%
-81.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.5% |
| 7D | +2.3% | -2.9% | +5.2% | +3.1% |
| 30D | +4.5% | -6.8% | +11.4% | +6.6% |
| 3M | -0.1% | -11.2% | +11.2% | +2.9% |
| 6M | +16.9% | -21.8% | +38.8% | +24.7% |
| YTD | +26.2% | -17.0% | +43.2% | +32.0% |
| 1Y | +40.5% | -16.4% | +56.9% | +46.4% |
| 3Y | +86.2% | +14.5% | +71.7% | +74.9% |
| 5Y | +45.5% | +41.7% | +3.7% | +26.3% |
| All | +124.6% | +206.1% | -81.6% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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