+190.6%
EME vs MLM
+18.7%
+171.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +3.1% |
| 7D | -10.5% | -4.1% | -6.3% | -8.8% |
| 30D | -22.4% | +8.2% | -30.6% | -25.6% |
| 3M | -24.7% | -3.6% | -21.1% | -23.7% |
| 6M | -35.5% | -15.6% | -19.9% | -30.4% |
| YTD | -0.3% | -16.4% | +16.1% | +6.6% |
| 1Y | -6.7% | -14.3% | +7.6% | -1.8% |
| 3Y | +190.6% | +19.3% | +171.3% | +140.3% |
| All | +190.6% | +18.7% | +171.9% | +140.3% |
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 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