+24.4%
EW vs MLM
-16.0%
+40.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +4.9% | -0.9% | +5.8% | +5.1% |
| 30D | +23.9% | +9.0% | +14.9% | +21.9% |
| 3M | +15.8% | -5.6% | +21.3% | +16.7% |
| 6M | +31.7% | -10.7% | +42.3% | +33.5% |
| YTD | +25.7% | -17.2% | +42.8% | +23.4% |
| 1Y | +24.4% | -14.2% | +38.7% | +18.1% |
| All | +24.4% | -16.0% | +40.4% | +18.1% |
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