-5.9%
EWT vs MLM
-15.7%
+9.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +4.2% |
| 7D | -11.7% | -4.1% | -7.6% | -10.7% |
| 30D | -23.2% | +8.2% | -31.4% | -23.5% |
| 3M | -12.5% | -3.6% | -8.9% | -11.1% |
| 6M | -5.9% | -15.6% | +9.6% | -0.3% |
| All | -5.9% | -15.7% | +9.7% | -0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling