+29.4%
EMB vs MLM
+18.7%
+10.7%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | -0.1% | -4.1% | +4.0% | +0.4% |
| 30D | +1.3% | +8.2% | -6.9% | +0.3% |
| 3M | -2.2% | -3.6% | +1.3% | -1.9% |
| 6M | -2.3% | -15.6% | +13.2% | -0.6% |
| YTD | -0.6% | -16.4% | +15.8% | +0.9% |
| 1Y | +0.5% | -14.3% | +14.8% | +1.7% |
| 3Y | +29.4% | +19.3% | +10.1% | +19.5% |
| All | +29.4% | +18.7% | +10.7% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling