+41.6%
EWJ vs MLM
+23.5%
+18.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | -5.0% | -4.1% | -0.9% | -3.6% |
| 30D | -10.2% | +8.2% | -18.4% | -12.6% |
| 3M | -7.2% | -3.6% | -3.7% | -6.3% |
| 6M | -3.2% | -15.6% | +12.3% | +1.8% |
| YTD | +9.9% | -16.4% | +26.3% | +15.5% |
| 1Y | +11.0% | -14.3% | +25.3% | +15.6% |
| 3Y | +57.3% | +19.3% | +38.0% | +43.9% |
| All | +41.6% | +23.5% | +18.0% | +24.9% |
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 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