+155.6%
EWJ vs MLM
+3,257.7%
-3,102.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.1% |
| 7D | +2.5% | -2.9% | +5.4% | +3.3% |
| 30D | +3.3% | -6.8% | +10.1% | +5.1% |
| 3M | +5.0% | -11.2% | +16.2% | +7.8% |
| 6M | +11.5% | -21.8% | +33.4% | +18.3% |
| YTD | +22.4% | -17.0% | +39.4% | +27.6% |
| 1Y | +30.2% | -16.4% | +46.6% | +35.3% |
| 3Y | +72.8% | +14.5% | +58.3% | +64.4% |
| 5Y | +54.1% | +41.7% | +12.4% | +37.0% |
| 10Y | +140.6% | +200.0% | -59.4% | +66.3% |
| All | +155.6% | +3,257.7% | -3,102.1% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling