+29.8%
EEM vs MLM
+23.5%
+6.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.7% |
| 7D | -2.8% | -4.1% | +1.3% | -1.6% |
| 30D | -11.9% | +8.2% | -20.1% | -14.0% |
| 3M | -8.8% | -3.6% | -5.2% | -7.9% |
| 6M | -11.6% | -15.6% | +3.9% | -7.6% |
| YTD | +9.0% | -16.4% | +25.4% | +13.8% |
| 1Y | +10.6% | -14.3% | +24.9% | +14.5% |
| 3Y | +64.4% | +19.3% | +45.0% | +50.0% |
| All | +29.8% | +23.5% | +6.3% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling