+52.2%
EW vs MLM
+18.7%
+33.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.6% |
| 7D | +11.0% | -4.1% | +15.1% | +11.8% |
| 30D | +19.1% | +8.2% | +10.9% | +17.2% |
| 3M | +14.4% | -3.6% | +17.9% | +14.9% |
| 6M | +22.8% | -15.6% | +38.3% | +26.1% |
| YTD | +19.8% | -16.4% | +36.2% | +22.4% |
| 1Y | +23.9% | -14.3% | +38.2% | +25.9% |
| 3Y | +52.2% | +19.3% | +32.9% | +38.2% |
| All | +52.2% | +18.7% | +33.5% | +38.2% |
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 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