+854.3%
EEM vs MLM
+2,260.4%
-1,406.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.3% |
| 7D | +2.3% | -2.9% | +5.2% | +3.5% |
| 30D | +4.5% | -6.8% | +11.4% | +7.5% |
| 3M | -0.1% | -11.2% | +11.2% | +4.3% |
| 6M | +16.9% | -21.8% | +38.8% | +28.6% |
| YTD | +26.2% | -17.0% | +43.2% | +34.7% |
| 1Y | +40.5% | -16.4% | +56.9% | +49.1% |
| 3Y | +86.2% | +14.5% | +71.7% | +68.9% |
| 5Y | +45.5% | +41.7% | +3.7% | +16.8% |
| 10Y | +128.6% | +200.0% | -71.4% | +15.1% |
| All | +854.3% | +2,260.4% | -1,406.1% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling