+882.5%
EME vs MLM
+140.0%
+742.6%
-48.0%
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% | +0.1% |
| 7D | +11.3% | -2.0% | +13.3% | +12.5% |
| 30D | -14.6% | +9.5% | -24.1% | -18.8% |
| 3M | -20.4% | -4.7% | -15.7% | -18.8% |
| 6M | -28.3% | -10.7% | -17.6% | -25.3% |
| YTD | +8.6% | -16.6% | +25.1% | +16.5% |
| 1Y | +3.2% | -15.4% | +18.6% | +10.0% |
| 3Y | +216.8% | +15.9% | +200.8% | +183.9% |
| 5Y | +417.5% | +27.1% | +390.3% | +331.0% |
| All | +882.5% | +140.0% | +742.6% | +456.4% |
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