+146.1%
EFA vs MLM
+140.0%
+6.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | +1.3% | -2.0% | +3.3% | +1.9% |
| 30D | +0.5% | +9.5% | -9.0% | -2.3% |
| 3M | -4.1% | -4.7% | +0.6% | -2.9% |
| 6M | +2.4% | -10.7% | +13.1% | +5.3% |
| YTD | +10.0% | -16.6% | +26.6% | +15.1% |
| 1Y | +11.4% | -15.4% | +26.8% | +16.0% |
| 3Y | +65.4% | +15.9% | +49.4% | +54.3% |
| 5Y | +49.6% | +27.1% | +22.5% | +33.2% |
| All | +146.1% | +140.0% | +6.2% | +72.1% |
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