-26.3%
EW vs MLM
+41.9%
-68.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -0.3% | -2.9% | +2.6% | +0.6% |
| 30D | +1.0% | -6.8% | +7.9% | +3.5% |
| 3M | +2.8% | -11.2% | +14.0% | +6.6% |
| 6M | +5.5% | -21.8% | +27.3% | +14.3% |
| YTD | +5.5% | -17.0% | +22.4% | +10.9% |
| 1Y | +11.0% | -16.4% | +27.4% | +16.2% |
| 3Y | +17.7% | +14.5% | +3.2% | +3.7% |
| All | -26.3% | +41.9% | -68.2% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling