+34.6%
EEM vs MLM
+30.7%
+3.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | +0.7% | -5.8% | +6.5% | +2.5% |
| 30D | -6.2% | +9.8% | -16.1% | -8.9% |
| 3M | -5.2% | -5.2% | 0.0% | -3.8% |
| 6M | -8.1% | -10.3% | +2.1% | -5.7% |
| YTD | +14.0% | -15.5% | +29.5% | +18.6% |
| 1Y | +13.8% | -15.0% | +28.9% | +18.2% |
| 3Y | +73.7% | +17.5% | +56.3% | +59.5% |
| 5Y | +34.6% | +30.5% | +4.0% | +16.2% |
| All | +34.6% | +30.7% | +3.9% | +16.2% |
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