+153.0%
EWT vs MLM
+41.9%
+111.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.5% |
| 7D | +4.0% | -2.9% | +6.9% | +4.9% |
| 30D | +10.3% | -6.8% | +17.1% | +12.8% |
| 3M | +6.1% | -11.2% | +17.3% | +9.7% |
| 6M | +56.6% | -21.8% | +78.5% | +69.0% |
| YTD | +76.6% | -17.0% | +93.6% | +85.7% |
| 1Y | +97.9% | -16.4% | +114.2% | +107.1% |
| 3Y | +198.0% | +14.5% | +183.5% | +174.6% |
| All | +153.0% | +41.9% | +111.1% | +112.6% |
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