+144.8%
EFA vs MLM
+167.5%
-22.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.3% |
| 7D | +1.2% | -3.8% | +5.1% | +2.4% |
| 30D | +1.5% | +11.0% | -9.5% | -1.7% |
| 3M | -3.3% | -3.1% | -0.3% | -2.6% |
| 6M | +2.6% | -9.8% | +12.3% | +5.1% |
| YTD | +11.0% | -14.4% | +25.4% | +15.2% |
| 1Y | +15.1% | -12.6% | +27.7% | +18.6% |
| 3Y | +67.6% | +19.7% | +47.9% | +54.9% |
| 5Y | +50.5% | +29.8% | +20.7% | +33.1% |
| 10Y | +144.8% | +153.5% | -8.7% | +68.8% |
| All | +144.8% | +167.5% | -22.6% | +68.8% |
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