+126.0%
EWJ vs MLM
+167.5%
-41.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.2% | +3.0% |
| 7D | -1.5% | -3.8% | +2.4% | -0.4% |
| 30D | -6.5% | +11.0% | -17.5% | -9.1% |
| 3M | -5.6% | -3.1% | -2.5% | -5.0% |
| 6M | -0.3% | -9.8% | +9.5% | +1.9% |
| YTD | +13.9% | -14.4% | +28.3% | +17.7% |
| 1Y | +14.6% | -12.6% | +27.1% | +17.7% |
| 3Y | +66.6% | +19.7% | +46.9% | +57.1% |
| 5Y | +47.7% | +29.8% | +17.9% | +34.3% |
| 10Y | +126.0% | +153.5% | -27.5% | +68.9% |
| All | +126.0% | +167.5% | -41.5% | +68.9% |
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