+138.5%
EWJ vs MLM
+204.6%
-66.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +2.9% | +1.4% | +1.5% | +2.5% |
| 30D | +1.1% | -6.5% | +7.6% | +2.8% |
| 3M | +7.1% | -7.4% | +14.5% | +8.8% |
| 6M | +16.2% | -15.8% | +32.0% | +20.8% |
| YTD | +22.0% | -17.4% | +39.4% | +27.2% |
| 1Y | +26.2% | -17.9% | +44.1% | +31.7% |
| 3Y | +73.5% | +18.9% | +54.6% | +64.1% |
| 5Y | +52.7% | +43.4% | +9.3% | +36.5% |
| 10Y | +138.5% | +206.2% | -67.7% | +76.4% |
| All | +138.5% | +204.6% | -66.1% | +76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling