+431.7%
EWT vs MLM
+142.4%
+289.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -3.7% | -2.9% | -0.8% | -2.7% |
| 30D | -17.2% | +10.4% | -27.6% | -19.4% |
| 3M | -7.3% | -3.7% | -3.6% | -6.5% |
| 6M | -1.5% | -10.3% | +8.8% | +1.0% |
| YTD | +49.0% | -14.8% | +63.8% | +54.5% |
| 1Y | +50.6% | -13.9% | +64.5% | +55.6% |
| 3Y | +148.9% | +18.4% | +130.5% | +133.5% |
| 5Y | +116.1% | +31.8% | +84.3% | +93.8% |
| All | +431.7% | +142.4% | +289.3% | +286.4% |
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