+66.3%
EWJ vs MLM
+18.0%
+48.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | -1.9% | -5.8% | +4.0% | +0.1% |
| 30D | -5.3% | +9.8% | -15.2% | -8.2% |
| 3M | -4.3% | -5.2% | +0.9% | -2.7% |
| 6M | +0.4% | -10.3% | +10.7% | +3.4% |
| YTD | +14.7% | -15.5% | +30.2% | +20.0% |
| 1Y | +14.7% | -15.0% | +29.8% | +19.8% |
| All | +66.3% | +18.0% | +48.2% | +50.0% |
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