+724.1%
EEM vs MLM
+2,275.9%
-1,551.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +3.0% |
| 7D | -2.8% | -4.1% | +1.3% | -1.1% |
| 30D | -11.9% | +8.2% | -20.1% | -15.0% |
| 3M | -8.8% | -3.6% | -5.2% | -7.7% |
| 6M | -11.6% | -15.6% | +3.9% | -6.2% |
| YTD | +9.0% | -16.4% | +25.4% | +15.7% |
| 1Y | +10.6% | -14.3% | +24.9% | +16.1% |
| 3Y | +64.4% | +19.3% | +45.0% | +46.5% |
| 5Y | +31.0% | +29.6% | +1.5% | +9.6% |
| 10Y | +105.6% | +189.9% | -84.3% | +5.3% |
| All | +724.1% | +2,275.9% | -1,551.7% | +54.6% |
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