+914.2%
EME vs MLM
+149.0%
+765.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -8.8% | -2.9% | -5.9% | -7.4% |
| 30D | -18.2% | +10.4% | -28.6% | -22.5% |
| 3M | -20.2% | -3.7% | -16.5% | -19.1% |
| 6M | -29.9% | -10.3% | -19.6% | -27.1% |
| YTD | +5.7% | -14.8% | +20.5% | +12.3% |
| 1Y | -1.5% | -13.9% | +12.4% | +4.1% |
| 3Y | +208.4% | +18.4% | +190.1% | +173.6% |
| 5Y | +401.9% | +31.8% | +370.1% | +310.4% |
| 10Y | +914.2% | +143.4% | +770.8% | +470.9% |
| All | +914.2% | +149.0% | +765.2% | +470.9% |
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 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