+125.6%
EMB vs MLM
+397.5%
-271.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.6% | 0.0% |
| 7D | -0.3% | -1.2% | +0.9% | -0.2% |
| 30D | +1.1% | +7.9% | -6.8% | +0.3% |
| 3M | -2.9% | -4.5% | +1.5% | -2.6% |
| 6M | -2.1% | -12.6% | +10.6% | -1.0% |
| YTD | -1.1% | -14.9% | +13.8% | 0.0% |
| 1Y | +0.3% | -13.1% | +13.4% | +1.3% |
| 3Y | +27.7% | +21.2% | +6.5% | +24.5% |
| 5Y | +6.0% | +32.0% | -26.0% | +1.8% |
| 10Y | +29.1% | +195.3% | -166.2% | +14.0% |
| All | +125.6% | +397.5% | -271.9% | +80.9% |
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