+1,249.3%
EME vs MLM
+206.1%
+1,043.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | +1.9% | -2.9% | +4.8% | +3.4% |
| 30D | -8.3% | -6.8% | -1.4% | -5.1% |
| 3M | -10.7% | -11.2% | +0.5% | -6.3% |
| 6M | +1.9% | -21.8% | +23.7% | +14.2% |
| YTD | +23.5% | -17.0% | +40.4% | +33.3% |
| 1Y | +18.0% | -16.4% | +34.3% | +26.7% |
| 3Y | +236.1% | +14.5% | +221.6% | +203.7% |
| 5Y | +527.9% | +41.7% | +486.1% | +395.7% |
| All | +1,249.3% | +206.1% | +1,043.1% | +618.3% |
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