+24.5%
EW vs MLM
-12.5%
+37.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +2.1% |
| 7D | +12.3% | -3.8% | +16.1% | +13.0% |
| 30D | +22.9% | +11.0% | +11.9% | +20.5% |
| 3M | +16.7% | -3.1% | +19.8% | +17.1% |
| 6M | +31.0% | -9.8% | +40.7% | +32.5% |
| YTD | +22.8% | -14.4% | +37.2% | +20.5% |
| All | +24.5% | -12.5% | +37.0% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling