+156.8%
EWT vs MLM
+16.5%
+140.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.5% |
| 7D | +13.2% | -2.0% | +15.2% | +14.0% |
| 30D | -14.3% | +9.5% | -23.8% | -16.7% |
| 3M | -8.4% | -4.7% | -3.7% | -6.9% |
| 6M | +3.7% | -10.7% | +14.4% | +7.0% |
| YTD | +53.1% | -16.6% | +69.6% | +60.3% |
| 1Y | +55.5% | -15.4% | +70.9% | +62.0% |
| All | +156.8% | +16.5% | +140.3% | +129.3% |
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