+366.2%
EFA vs MLM
+1,597.8%
-1,231.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -1.4% | -4.1% | +2.7% | 0.0% |
| 30D | -1.2% | +8.2% | -9.3% | -4.0% |
| 3M | -5.1% | -3.6% | -1.5% | -4.1% |
| 6M | -1.2% | -15.6% | +14.3% | +3.9% |
| YTD | +7.8% | -16.4% | +24.2% | +13.3% |
| 1Y | +12.2% | -14.3% | +26.5% | +16.9% |
| 3Y | +61.5% | +19.3% | +42.2% | +47.6% |
| 5Y | +45.8% | +29.6% | +16.2% | +27.1% |
| 10Y | +141.8% | +189.9% | -48.1% | +45.1% |
| All | +366.2% | +1,597.8% | -1,231.6% | +20.0% |
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