+244.4%
EME vs MLM
+15.1%
+229.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | +1.9% | -2.9% | +4.8% | +3.3% |
| 30D | -8.3% | -6.8% | -1.4% | -5.3% |
| 3M | -10.7% | -11.2% | +0.5% | -6.5% |
| 6M | +1.9% | -21.8% | +23.7% | +14.7% |
| YTD | +23.5% | -17.0% | +40.4% | +32.7% |
| 1Y | +18.0% | -16.4% | +34.3% | +25.8% |
| All | +244.4% | +15.1% | +229.2% | +227.3% |
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