+60,787.5%
EME vs MLM
+4,188.8%
+56,598.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | +1.9% | -2.9% | +4.8% | +3.2% |
| 30D | -8.3% | -6.8% | -1.4% | -5.3% |
| 3M | -10.7% | -11.2% | +0.5% | -6.7% |
| 6M | +1.9% | -21.8% | +23.7% | +13.0% |
| YTD | +23.5% | -17.0% | +40.4% | +32.5% |
| 1Y | +18.0% | -16.4% | +34.3% | +26.0% |
| 3Y | +236.1% | +14.5% | +221.6% | +208.3% |
| 5Y | +527.9% | +41.7% | +486.1% | +411.8% |
| 10Y | +1,252.8% | +200.0% | +1,052.7% | +642.3% |
| All | +60,787.5% | +4,188.8% | +56,598.7% | +17,795.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling