+213.9%
EME vs MLM
+15.7%
+198.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +8.4% | -0.9% | +9.2% | +8.9% |
| 30D | -11.5% | +9.0% | -20.5% | -15.5% |
| 3M | -20.6% | -5.6% | -15.1% | -18.7% |
| 6M | -28.5% | -10.7% | -17.8% | -25.6% |
| YTD | +8.0% | -17.2% | +25.2% | +16.1% |
| 1Y | +6.8% | -14.2% | +21.0% | +12.1% |
| 3Y | +213.9% | +15.6% | +198.3% | +160.5% |
| All | +213.9% | +15.7% | +198.2% | +160.5% |
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