+496.5%
EWT vs MLM
+206.1%
+290.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.6% |
| 7D | +4.0% | -2.9% | +6.9% | +4.7% |
| 30D | +10.3% | -6.8% | +17.1% | +12.3% |
| 3M | +6.1% | -11.2% | +17.3% | +9.0% |
| 6M | +56.6% | -21.8% | +78.5% | +66.5% |
| YTD | +76.6% | -17.0% | +93.6% | +84.2% |
| 1Y | +97.9% | -16.4% | +114.2% | +105.7% |
| 3Y | +198.0% | +14.5% | +183.5% | +182.5% |
| 5Y | +151.8% | +41.7% | +110.0% | +123.1% |
| All | +496.5% | +206.1% | +290.4% | +331.4% |
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