+452.2%
EWT vs MLM
+1,548.2%
-1,096.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +4.5% |
| 7D | -11.7% | -4.1% | -7.6% | -10.4% |
| 30D | -23.2% | +8.2% | -31.4% | -25.3% |
| 3M | -12.5% | -3.6% | -8.9% | -11.7% |
| 6M | -5.9% | -15.6% | +9.6% | -1.3% |
| YTD | +40.5% | -16.4% | +56.9% | +47.3% |
| 1Y | +43.7% | -14.3% | +58.1% | +49.5% |
| 3Y | +136.6% | +19.3% | +117.3% | +118.5% |
| 5Y | +105.1% | +29.6% | +75.5% | +81.0% |
| 10Y | +387.0% | +189.9% | +197.0% | +202.0% |
| All | +452.2% | +1,548.2% | -1,096.1% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling